+39.7%
LVS vs AA
-32.8%
+72.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.4% |
| 7D | -0.8% | +0.5% | -1.3% | -1.3% |
| 30D | +10.0% | -0.6% | +10.6% | +9.8% |
| 3M | -11.0% | -19.7% | +8.6% | -3.5% |
| 6M | -20.1% | -41.6% | +21.4% | -3.7% |
| YTD | -36.3% | -24.6% | -11.7% | -33.3% |
| 1Y | -36.8% | +4.9% | -41.7% | -43.1% |
| 3Y | -9.5% | +66.8% | -76.4% | -40.7% |
| 5Y | +9.3% | -19.4% | +28.7% | -12.3% |
| 10Y | -11.0% | +43.1% | -54.1% | -62.5% |
| All | +39.7% | -32.8% | +72.6% | -42.7% |
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