+6,850.2%
STX vs LVS
+54.7%
+6,795.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +10.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -26.8% | +12.2% | -39.0% | -28.9% |
| 3M | -32.7% | -11.3% | -21.4% | -31.3% |
| 6M | -33.7% | -21.6% | -12.1% | -30.6% |
| YTD | +101.0% | -36.6% | +137.6% | +119.8% |
| 1Y | +92.7% | -38.4% | +131.1% | +112.3% |
| 3Y | +708.7% | -10.2% | +718.9% | +705.7% |
| 5Y | +504.0% | +9.4% | +494.6% | +457.7% |
| 10Y | +2,108.4% | -11.3% | +2,119.7% | +1,958.3% |
| All | +6,850.2% | +54.7% | +6,795.6% | +4,557.1% |
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