+3,574.7%
STX vs LVS
+1.2%
+3,573.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.6% |
| 7D | +9.6% | -2.7% | +12.3% | +10.5% |
| 30D | +10.6% | -4.7% | +15.3% | +12.0% |
| 3M | +4.8% | -15.6% | +20.4% | +9.8% |
| 6M | +137.3% | -18.6% | +155.9% | +151.3% |
| YTD | +222.5% | -32.3% | +254.8% | +260.5% |
| 1Y | +366.2% | -18.0% | +384.2% | +389.0% |
| 3Y | +1,352.9% | -5.8% | +1,358.7% | +1,314.1% |
| 5Y | +1,077.4% | +5.7% | +1,071.7% | +947.8% |
| All | +3,574.7% | +1.2% | +3,573.5% | +3,201.2% |
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