-65.2%
AAL vs LVS
-0.5%
-64.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.2% |
| 7D | -0.9% | -4.3% | +3.4% | +1.5% |
| 30D | -16.0% | -6.8% | -9.1% | -12.7% |
| 3M | -4.2% | -15.6% | +11.4% | +4.7% |
| 6M | +15.7% | -20.6% | +36.3% | +30.1% |
| YTD | -16.2% | -33.4% | +17.2% | +3.0% |
| 1Y | +0.2% | -20.1% | +20.4% | +10.0% |
| 3Y | -8.1% | -7.4% | -0.7% | -11.3% |
| 5Y | -32.2% | +8.5% | -40.7% | -45.8% |
| All | -65.2% | -0.5% | -64.7% | -68.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling