-25.5%
LVS vs ABCL
-81.0%
+55.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -2.0% |
| 7D | -3.9% | +4.4% | -8.3% | -4.3% |
| 30D | +7.1% | -7.9% | +14.9% | +7.4% |
| 3M | -13.2% | +12.2% | -25.4% | -14.7% |
| 6M | -22.8% | +134.7% | -157.6% | -30.3% |
| YTD | -38.0% | +239.8% | -277.8% | -46.6% |
| 1Y | -39.5% | +192.7% | -232.2% | -47.1% |
| 3Y | -12.2% | +187.6% | -199.8% | -26.9% |
| 5Y | +6.4% | -22.6% | +29.1% | -5.1% |
| All | -25.5% | -81.0% | +55.4% | -33.9% |
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