-20.1%
LVS vs AA
-41.7%
+21.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.8% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +10.0% | -0.6% | +10.6% | +9.9% |
| 3M | -11.0% | -19.7% | +8.6% | -10.8% |
| 6M | -20.1% | -41.6% | +21.4% | -20.0% |
| All | -20.1% | -41.7% | +21.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 6mo: compounded portfolio wealth divided by compounded AA 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…
6mo analysis · Full analysis span regression · 6 months rolling