+3,117.2%
VLO vs LVS
+69.2%
+3,048.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | -1.5% | +6.7% | +5.6% |
| 30D | +22.6% | -3.2% | +25.8% | +23.5% |
| 3M | +43.8% | -12.0% | +55.8% | +48.2% |
| 6M | +65.7% | -19.9% | +85.6% | +74.1% |
| YTD | +131.1% | -30.6% | +161.7% | +150.9% |
| 1Y | +143.6% | -17.7% | +161.4% | +151.9% |
| 3Y | +201.4% | -14.2% | +215.6% | +202.0% |
| 5Y | +568.9% | +9.6% | +559.3% | +496.7% |
| 10Y | +891.8% | +5.7% | +886.1% | +795.7% |
| All | +3,117.2% | +69.2% | +3,048.0% | +1,925.8% |
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