+3,476.8%
STX vs LVS
-0.5%
+3,477.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | +8.0% | -4.3% | +12.3% | +9.5% |
| 30D | +5.1% | -6.8% | +11.9% | +7.2% |
| 3M | +5.8% | -15.6% | +21.4% | +10.8% |
| 6M | +124.9% | -20.6% | +145.5% | +140.1% |
| YTD | +213.9% | -33.4% | +247.3% | +252.8% |
| 1Y | +350.4% | -20.1% | +370.5% | +376.4% |
| 3Y | +1,314.2% | -7.4% | +1,321.6% | +1,284.0% |
| 5Y | +1,092.8% | +8.5% | +1,084.3% | +950.4% |
| All | +3,476.8% | -0.5% | +3,477.3% | +3,130.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling