+156.5%
SO vs LVS
+1.2%
+155.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | 0.0% | -2.7% | +2.8% | +0.2% |
| 30D | -2.5% | -4.7% | +2.2% | -2.2% |
| 3M | -4.2% | -15.6% | +11.4% | -3.0% |
| 6M | -7.7% | -18.6% | +11.0% | -6.4% |
| YTD | +3.8% | -32.3% | +36.1% | +6.6% |
| 1Y | +0.1% | -18.0% | +18.1% | +0.9% |
| 3Y | +44.2% | -5.8% | +50.0% | +42.4% |
| 5Y | +57.9% | +5.7% | +52.1% | +51.0% |
| All | +156.5% | +1.2% | +155.3% | +140.2% |
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