+2,038.9%
STX vs LVS
-12.8%
+2,051.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +16.8% | -3.9% | +20.7% | +18.2% |
| 30D | -27.0% | +7.1% | -34.1% | -29.0% |
| 3M | -37.9% | -13.2% | -24.7% | -35.6% |
| 6M | -32.5% | -22.8% | -9.7% | -27.6% |
| YTD | +98.6% | -38.0% | +136.6% | +127.2% |
| 1Y | +93.6% | -39.5% | +133.1% | +123.4% |
| 3Y | +699.1% | -12.2% | +711.2% | +691.9% |
| 5Y | +481.0% | +6.4% | +474.6% | +413.7% |
| All | +2,038.9% | -12.8% | +2,051.8% | +1,822.0% |
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