-65.0%
AAL vs LVS
+1.2%
-66.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -1.3% | -2.7% | +1.4% | +0.2% |
| 30D | -13.7% | -4.7% | -9.0% | -11.5% |
| 3M | -8.2% | -15.6% | +7.4% | +0.4% |
| 6M | +13.1% | -18.6% | +31.8% | +25.5% |
| YTD | -15.6% | -32.3% | +16.7% | +2.7% |
| 1Y | +1.4% | -18.0% | +19.4% | +9.6% |
| 3Y | -7.4% | -5.8% | -1.6% | -11.5% |
| 5Y | -35.9% | +5.7% | -41.7% | -47.8% |
| All | -65.0% | +1.2% | -66.2% | -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 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