+42.0%
SOFI vs LVS
-23.7%
+65.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.9% | -3.5% | -1.5% | -3.2% |
| 30D | -3.5% | -6.2% | +2.8% | -0.3% |
| 3M | +3.9% | -14.8% | +18.7% | +12.2% |
| 6M | -6.5% | -20.9% | +14.3% | +4.7% |
| YTD | -33.8% | -33.0% | -0.8% | -20.2% |
| 1Y | -33.3% | -20.0% | -13.3% | -27.2% |
| 3Y | +94.6% | -6.9% | +101.5% | +88.5% |
| 5Y | +13.3% | +9.1% | +4.2% | -5.5% |
| All | +42.0% | -23.7% | +65.6% | +34.9% |
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 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