+827.1%
LNG vs LVS
+62.5%
+764.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -4.5% | -4.3% | -0.2% | -3.2% |
| 30D | +4.7% | -6.8% | +11.5% | +6.7% |
| 3M | +15.1% | -15.6% | +30.8% | +20.6% |
| 6M | +13.6% | -20.6% | +34.2% | +20.3% |
| YTD | +44.0% | -33.4% | +77.4% | +59.4% |
| 1Y | +18.4% | -20.1% | +38.5% | +23.1% |
| 3Y | +75.9% | -7.4% | +83.3% | +69.1% |
| 5Y | +231.7% | +8.5% | +223.2% | +184.4% |
| 10Y | +549.0% | -1.7% | +550.6% | +438.6% |
| All | +827.1% | +62.5% | +764.6% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling