+604.5%
XYZ vs LVS
+0.3%
+604.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -2.3% |
| 30D | +0.5% | -4.7% | +5.2% | +3.0% |
| 3M | +16.3% | -15.6% | +31.8% | +26.9% |
| 6M | +21.1% | -18.6% | +39.8% | +34.3% |
| YTD | +22.0% | -32.3% | +54.2% | +48.0% |
| 1Y | +5.2% | -18.0% | +23.2% | +13.2% |
| 3Y | +49.6% | -5.8% | +55.4% | +43.9% |
| 5Y | -68.4% | +5.7% | -74.2% | -72.8% |
| 10Y | +604.5% | 0.0% | +604.5% | +501.8% |
| All | +604.5% | +0.3% | +604.3% | +501.8% |
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