+597.5%
SO vs LVS
+69.2%
+528.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | -4.6% | -3.2% | -1.4% | -4.5% |
| 3M | -3.0% | -12.0% | +8.9% | -2.6% |
| 6M | -8.3% | -19.9% | +11.6% | -7.5% |
| YTD | +3.5% | -30.6% | +34.2% | +4.9% |
| 1Y | -0.9% | -17.7% | +16.8% | -0.4% |
| 3Y | +45.4% | -14.2% | +59.6% | +45.1% |
| 5Y | +59.6% | +9.6% | +50.0% | +56.2% |
| 10Y | +156.6% | +5.7% | +150.9% | +149.3% |
| All | +597.5% | +69.2% | +528.3% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling