+1,019.5%
STX vs LVS
+8.8%
+1,010.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.4% |
| 7D | +2.4% | -1.5% | +3.8% | +2.7% |
| 30D | +1.4% | -3.2% | +4.6% | +2.1% |
| 3M | -8.2% | -12.0% | +3.8% | -5.4% |
| 6M | +127.0% | -19.9% | +146.9% | +140.1% |
| YTD | +209.1% | -30.6% | +239.8% | +238.9% |
| 1Y | +365.4% | -17.7% | +383.2% | +385.8% |
| 3Y | +1,135.4% | -14.2% | +1,149.6% | +1,129.2% |
| All | +1,019.5% | +8.8% | +1,010.7% | +950.4% |
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