+350.3%
WELL vs LVS
+1.2%
+349.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | +0.7% | -4.7% | +5.4% | +1.9% |
| 3M | +14.5% | -15.6% | +30.1% | +19.2% |
| 6M | +14.4% | -18.6% | +33.0% | +19.6% |
| YTD | +28.5% | -32.3% | +60.7% | +40.0% |
| 1Y | +41.8% | -18.0% | +59.8% | +45.9% |
| 3Y | +202.8% | -5.8% | +208.7% | +189.8% |
| 5Y | +208.8% | +5.7% | +203.1% | +164.0% |
| All | +350.3% | +1.2% | +349.1% | +287.4% |
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