+202.2%
WELL vs LVS
-9.1%
+211.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | +0.1% | -0.8% | +1.0% | +0.2% |
| 30D | +5.7% | +10.0% | -4.3% | +5.1% |
| 3M | +4.6% | -11.0% | +15.7% | +5.0% |
| 6M | +11.9% | -20.1% | +32.0% | +12.8% |
| YTD | +33.6% | -36.3% | +69.9% | +36.4% |
| 1Y | +29.8% | -36.8% | +66.6% | +32.6% |
| 3Y | +202.2% | -9.5% | +211.7% | +191.7% |
| All | +202.2% | -9.1% | +211.2% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling