+15.9%
ABNB vs LVS
-20.4%
+36.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -9.5% | -4.3% | -5.2% | -7.7% |
| 30D | -9.4% | -6.8% | -2.5% | -6.4% |
| 3M | +29.9% | -15.6% | +45.5% | +39.8% |
| 6M | +26.6% | -20.6% | +47.2% | +39.5% |
| YTD | +23.5% | -33.4% | +56.9% | +46.0% |
| 1Y | +35.8% | -20.1% | +56.0% | +45.7% |
| 3Y | +15.0% | -7.4% | +22.4% | +10.1% |
| 5Y | +1.5% | +8.5% | -7.0% | -15.9% |
| All | +15.9% | -20.4% | +36.3% | +8.6% |
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