+365.7%
ALAB vs LVS
-8.3%
+373.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.1% | -6.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -13.6% | -3.9% | -9.7% | -12.6% |
| 3M | -16.6% | -12.9% | -3.7% | -12.4% |
| 6M | +142.3% | -16.9% | +159.3% | +157.6% |
| YTD | +73.6% | -31.2% | +104.9% | +100.2% |
| 1Y | +33.7% | -16.4% | +50.1% | +40.2% |
| All | +365.7% | -8.3% | +373.9% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling