+81.7%
SPY vs LVS
+5.2%
+76.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.4% | -2.7% | +2.4% | +0.2% |
| 30D | -1.4% | -4.7% | +3.3% | -0.5% |
| 3M | +3.7% | -15.6% | +19.3% | +7.0% |
| 6M | +13.0% | -18.6% | +31.6% | +17.1% |
| YTD | +12.4% | -32.3% | +44.7% | +20.4% |
| 1Y | +18.5% | -18.0% | +36.6% | +21.6% |
| 3Y | +77.6% | -5.8% | +83.5% | +72.4% |
| 5Y | +81.7% | +5.7% | +75.9% | +65.5% |
| All | +81.7% | +5.2% | +76.5% | +65.5% |
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