-68.6%
AAL vs LVS
-10.5%
-58.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -2.6% |
| 7D | -0.1% | -0.8% | +0.8% | +0.3% |
| 30D | +11.7% | +10.0% | +1.7% | +5.8% |
| 3M | -12.5% | -11.0% | -1.5% | -7.0% |
| 6M | +3.6% | -20.1% | +23.8% | +16.4% |
| YTD | -14.1% | -36.3% | +22.3% | +8.1% |
| 1Y | +0.8% | -36.8% | +37.6% | +27.3% |
| 3Y | +11.8% | -9.5% | +21.3% | +9.3% |
| 5Y | -35.1% | +9.3% | -44.4% | -48.2% |
| All | -68.6% | -10.5% | -58.1% | -70.0% |
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 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