+6,555.1%
STX vs LVS
+55.3%
+6,499.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.7% |
| 7D | +14.6% | -0.8% | +15.4% | +14.7% |
| 30D | -26.0% | +10.0% | -36.0% | -27.8% |
| 3M | -42.6% | -11.0% | -31.6% | -41.4% |
| 6M | -35.3% | -20.1% | -15.1% | -32.5% |
| YTD | +92.5% | -36.3% | +128.8% | +110.2% |
| 1Y | +102.4% | -36.8% | +139.2% | +121.6% |
| 3Y | +673.8% | -9.5% | +683.4% | +669.5% |
| 5Y | +463.1% | +9.3% | +453.7% | +419.9% |
| 10Y | +2,014.6% | -11.0% | +2,025.5% | +1,868.6% |
| All | +6,555.1% | +55.3% | +6,499.8% | +4,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling