+5.3%
LVS vs ABCL
-21.8%
+27.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -1.2% |
| 7D | +11.1% | -3.2% | +14.3% | +11.2% |
| 30D | +14.7% | -7.4% | +22.1% | +15.1% |
| 3M | -10.9% | +81.9% | -92.9% | -18.1% |
| 6M | -22.3% | +135.7% | -158.1% | -32.0% |
| YTD | -35.8% | +247.4% | -283.2% | -47.3% |
| 1Y | -33.5% | +162.3% | -195.7% | -43.4% |
| 3Y | -11.7% | +165.5% | -177.2% | -29.9% |
| All | +5.3% | -21.8% | +27.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling