+814.7%
WMT vs LVS
+65.2%
+749.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -5.8% | -4.7% | -1.2% | -5.5% |
| 3M | -10.8% | -15.6% | +4.8% | -9.8% |
| 6M | -14.3% | -18.6% | +4.3% | -13.3% |
| YTD | -4.4% | -32.3% | +27.9% | -2.1% |
| 1Y | +4.3% | -18.0% | +22.4% | +5.3% |
| 3Y | +100.1% | -5.8% | +105.9% | +98.6% |
| 5Y | +130.8% | +5.7% | +125.1% | +124.0% |
| 10Y | +433.7% | 0.0% | +433.7% | +409.1% |
| All | +814.7% | +65.2% | +749.4% | +686.6% |
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