+42.9%
WELL vs LVS
-18.2%
+61.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.8% |
| 30D | -0.1% | -3.2% | +3.1% | -0.1% |
| 3M | +18.0% | -12.0% | +30.0% | +17.8% |
| 6M | +15.0% | -19.9% | +34.9% | +14.8% |
| YTD | +28.6% | -30.6% | +59.2% | +29.4% |
| 1Y | +42.9% | -17.7% | +60.7% | +42.7% |
| All | +42.9% | -18.2% | +61.1% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling