-27.8%
AAL vs LVS
+123.8%
-151.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | -1.5% | -2.3% | -3.2% |
| 30D | -20.8% | -3.2% | -17.6% | -19.8% |
| 3M | -1.3% | -12.0% | +10.7% | +3.6% |
| 6M | +5.4% | -19.9% | +25.3% | +14.5% |
| YTD | -14.4% | -30.6% | +16.3% | -2.2% |
| 1Y | +2.1% | -17.7% | +19.8% | +8.3% |
| 3Y | -10.6% | -14.2% | +3.7% | -8.4% |
| 5Y | -32.2% | +9.6% | -41.8% | -39.7% |
| 10Y | -62.7% | +5.7% | -68.4% | -66.2% |
| All | -27.8% | +123.8% | -151.6% | -56.4% |
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 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