+123.8%
STX vs LVS
-31.5%
+155.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.5% | -14.6% | -9.2% |
| 7D | -20.2% | +13.4% | -33.6% | -22.4% |
| 30D | -37.2% | +12.2% | -49.4% | -38.7% |
| 3M | -34.1% | -10.7% | -23.3% | -31.7% |
| 6M | -24.5% | -19.8% | -4.6% | -18.2% |
| YTD | +102.9% | -35.8% | +138.7% | +143.1% |
| 1Y | +123.8% | -31.8% | +155.6% | +146.7% |
| All | +123.8% | -31.5% | +155.3% | +146.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling