+11.4%
WBD vs LVS
0.0%
+11.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.7% | -3.5% | +2.7% | +0.7% |
| 30D | +1.4% | -6.2% | +7.6% | +3.9% |
| 3M | +4.4% | -14.8% | +19.2% | +10.9% |
| 6M | +0.8% | -20.9% | +21.7% | +9.7% |
| YTD | -2.7% | -33.0% | +30.3% | +12.3% |
| 1Y | +73.4% | -20.0% | +93.4% | +83.4% |
| 3Y | +142.1% | -6.9% | +149.1% | +134.7% |
| 5Y | +7.2% | +9.1% | -1.9% | -6.5% |
| All | +11.4% | 0.0% | +11.3% | +3.9% |
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