+154.8%
SO vs LVS
-0.5%
+155.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.1% | -4.3% | +3.1% | -0.8% |
| 30D | -3.7% | -6.8% | +3.1% | -3.3% |
| 3M | -5.9% | -15.6% | +9.7% | -4.8% |
| 6M | -7.3% | -20.6% | +13.3% | -5.9% |
| YTD | +3.1% | -33.4% | +36.5% | +6.0% |
| 1Y | -1.0% | -20.1% | +19.1% | 0.0% |
| 3Y | +43.2% | -7.4% | +50.7% | +41.6% |
| 5Y | +59.1% | +8.5% | +50.6% | +51.5% |
| All | +154.8% | -0.5% | +155.3% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling