+5.3%
WMT vs LVS
-19.9%
+25.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.2% |
| 30D | -7.4% | -6.2% | -1.2% | -7.1% |
| 3M | -10.9% | -14.8% | +4.0% | -10.5% |
| 6M | -12.7% | -20.9% | +8.2% | -12.2% |
| YTD | -3.2% | -33.0% | +29.8% | -3.1% |
| 1Y | +5.3% | -20.0% | +25.3% | +3.9% |
| All | +5.3% | -19.9% | +25.2% | +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 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