+52.3%
LVS vs AA
-15.7%
+68.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -3.2% | +5.0% | -8.2% | -5.8% |
| 3M | -12.0% | -35.8% | +23.8% | +3.8% |
| 6M | -19.9% | -18.4% | -1.5% | -16.6% |
| YTD | -30.6% | -5.5% | -25.2% | -33.4% |
| 1Y | -17.7% | +61.0% | -78.7% | -38.6% |
| 3Y | -14.2% | +66.2% | -80.4% | -43.5% |
| 5Y | +9.6% | +11.4% | -1.8% | -25.0% |
| 10Y | +5.7% | +116.9% | -111.2% | -64.2% |
| All | +52.3% | -15.7% | +68.0% | -42.8% |
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