+58.7%
SO vs LVS
+4.5%
+54.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | -3.2% | -3.9% | +0.7% | -3.1% |
| 3M | -1.7% | -12.9% | +11.2% | -1.5% |
| 6M | -7.2% | -16.9% | +9.7% | -6.9% |
| YTD | +4.6% | -31.2% | +35.8% | +5.4% |
| 1Y | +1.2% | -16.4% | +17.6% | +1.3% |
| 3Y | +45.3% | -4.4% | +49.7% | +44.1% |
| 5Y | +58.7% | +6.7% | +52.1% | +54.8% |
| All | +58.7% | +4.5% | +54.2% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling