+196.4%
SO vs LVS
-10.5%
+206.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +4.7% | +10.0% | -5.3% | +3.9% |
| 3M | +1.7% | -11.0% | +12.7% | +2.5% |
| 6M | +2.2% | -20.1% | +22.3% | +3.7% |
| YTD | +10.0% | -36.3% | +46.3% | +13.4% |
| 1Y | +6.0% | -36.8% | +42.9% | +9.4% |
| 3Y | +54.1% | -9.5% | +63.7% | +52.5% |
| 5Y | +79.6% | +9.3% | +70.3% | +70.7% |
| All | +196.4% | -10.5% | +206.9% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling