+1,685.5%
WELL vs LVS
+69.2%
+1,616.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | -0.1% | -3.2% | +3.1% | +0.4% |
| 3M | +18.0% | -12.0% | +30.0% | +20.4% |
| 6M | +15.0% | -19.9% | +34.9% | +18.8% |
| YTD | +28.6% | -30.6% | +59.2% | +35.7% |
| 1Y | +42.9% | -17.7% | +60.7% | +45.9% |
| 3Y | +203.0% | -14.2% | +217.2% | +201.2% |
| 5Y | +206.9% | +9.6% | +197.3% | +181.5% |
| 10Y | +339.5% | +5.7% | +333.8% | +300.7% |
| All | +1,685.5% | +69.2% | +1,616.3% | +1,160.0% |
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