-22.4%
LVS vs AG
+445.6%
-468.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -3.2% | +19.2% | -22.4% | -6.7% |
| 3M | -12.0% | +6.2% | -18.1% | -14.1% |
| 6M | -19.9% | -26.7% | +6.8% | -17.1% |
| YTD | -30.6% | +26.1% | -56.8% | -36.4% |
| 1Y | -17.7% | +131.7% | -149.4% | -34.1% |
| 3Y | -14.2% | +255.3% | -269.6% | -41.2% |
| 5Y | +9.6% | +61.9% | -52.3% | -16.2% |
| 10Y | +5.7% | +72.0% | -66.4% | -35.9% |
| All | -22.4% | +445.6% | -468.0% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling