+167.6%
SYK vs LVS
-0.5%
+168.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -12.3% | -4.3% | -8.0% | -11.3% |
| 30D | -22.4% | -6.8% | -15.6% | -21.0% |
| 3M | -12.3% | -15.6% | +3.3% | -8.5% |
| 6M | -24.3% | -20.6% | -3.7% | -20.1% |
| YTD | -22.8% | -33.4% | +10.6% | -15.2% |
| 1Y | -28.8% | -20.1% | -8.6% | -25.9% |
| 3Y | -4.0% | -7.4% | +3.4% | -6.7% |
| 5Y | +3.8% | +8.5% | -4.7% | -8.9% |
| All | +167.6% | -0.5% | +168.1% | +123.7% |
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