+236.1%
ALNY vs LVS
0.0%
+236.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -6.5% | -3.5% | -3.1% | -5.8% |
| 30D | +11.0% | -6.2% | +17.3% | +12.8% |
| 3M | -14.1% | -14.8% | +0.8% | -11.1% |
| 6M | -22.4% | -20.9% | -1.5% | -18.5% |
| YTD | -37.5% | -33.0% | -4.4% | -31.9% |
| 1Y | -46.9% | -20.0% | -26.9% | -45.1% |
| 3Y | +22.1% | -6.9% | +29.0% | +18.0% |
| 5Y | +31.2% | +9.1% | +22.1% | +16.0% |
| All | +236.1% | 0.0% | +236.1% | +140.8% |
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