+39.2%
LVS vs AA
-30.6%
+69.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.5% |
| 7D | -1.3% | +1.1% | -2.4% | -2.1% |
| 30D | +12.2% | -1.3% | +13.5% | +12.3% |
| 3M | -11.3% | -23.9% | +12.6% | -1.6% |
| 6M | -21.6% | -36.8% | +15.2% | -8.6% |
| YTD | -36.6% | -22.2% | -14.4% | -34.4% |
| 1Y | -38.4% | +10.4% | -48.7% | -45.8% |
| 3Y | -10.2% | +72.0% | -82.2% | -41.8% |
| 5Y | +9.4% | -15.6% | +25.1% | -13.9% |
| 10Y | -11.3% | +47.8% | -59.1% | -63.2% |
| All | +39.2% | -30.6% | +69.8% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling