-16.7%
LVS vs ABCL
-81.3%
+64.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -3.2% | +93.1% | -96.3% | -9.5% |
| 3M | -12.0% | +79.4% | -91.4% | -17.7% |
| 6M | -19.9% | +214.9% | -234.8% | -29.6% |
| YTD | -30.6% | +234.2% | -264.8% | -39.9% |
| 1Y | -17.7% | +174.8% | -192.5% | -27.8% |
| 3Y | -14.2% | +104.5% | -118.7% | -25.7% |
| 5Y | +9.6% | -39.0% | +48.6% | -1.6% |
| All | -16.7% | -81.3% | +64.6% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling