+40.1%
ALAB vs LVS
-17.6%
+57.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +9.6% | -2.7% | +12.4% | +10.2% |
| 30D | -5.3% | -4.7% | -0.6% | -4.6% |
| 3M | -12.0% | -15.6% | +3.5% | -8.4% |
| 6M | +145.7% | -18.6% | +164.4% | +156.6% |
| YTD | +80.7% | -32.3% | +112.9% | +103.1% |
| 1Y | +40.1% | -18.0% | +58.1% | +54.0% |
| All | +40.1% | -17.6% | +57.7% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling