+7.3%
LVS vs AG
+65.9%
-58.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +0.3% | +4.5% | -4.2% | -0.2% |
| 30D | -3.9% | +12.9% | -16.8% | -5.5% |
| 3M | -12.9% | +20.9% | -33.8% | -15.5% |
| 6M | -16.9% | -19.5% | +2.6% | -15.8% |
| YTD | -31.2% | +24.8% | -56.0% | -35.0% |
| 1Y | -16.4% | +120.2% | -136.6% | -28.2% |
| 3Y | -4.4% | +279.0% | -283.4% | -28.9% |
| All | +7.3% | +65.9% | -58.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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