-17.4%
LVS vs ABCL
-81.2%
+63.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | -3.9% | +65.1% | -69.0% | -8.7% |
| 3M | -12.9% | +111.1% | -123.9% | -19.7% |
| 6M | -16.9% | +231.6% | -248.5% | -27.4% |
| YTD | -31.2% | +234.5% | -265.8% | -40.4% |
| 1Y | -16.4% | +174.3% | -190.7% | -26.6% |
| 3Y | -4.4% | +111.5% | -115.9% | -17.6% |
| 5Y | +6.7% | -37.3% | +43.9% | -4.3% |
| All | -17.4% | -81.2% | +63.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling