+10,590.2%
STX vs LVS
+69.2%
+10,521.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -8.2% | -12.0% | +3.8% | -6.0% |
| 6M | +127.0% | -19.9% | +146.9% | +137.4% |
| YTD | +209.1% | -30.6% | +239.8% | +232.8% |
| 1Y | +365.4% | -17.7% | +383.2% | +381.3% |
| 3Y | +1,135.4% | -14.2% | +1,149.6% | +1,147.3% |
| 5Y | +991.5% | +9.6% | +981.9% | +906.7% |
| 10Y | +3,695.8% | +5.7% | +3,690.1% | +3,320.3% |
| All | +10,590.2% | +69.2% | +10,521.0% | +6,950.0% |
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 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