+6.2%
ABNB vs LVS
+8.6%
-2.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -6.5% | -3.5% | -3.0% | -4.9% |
| 30D | -5.5% | -6.2% | +0.7% | -2.6% |
| 3M | +30.0% | -14.8% | +44.9% | +39.8% |
| 6M | +27.6% | -20.9% | +48.4% | +41.3% |
| YTD | +25.4% | -33.0% | +58.4% | +48.7% |
| 1Y | +38.3% | -20.0% | +58.3% | +48.6% |
| 3Y | +15.5% | -6.9% | +22.4% | +9.6% |
| All | +6.2% | +8.6% | -2.5% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling