-28.8%
LVS vs AG
+255.2%
-283.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.1% |
| 7D | -0.8% | -10.0% | +9.1% | +1.0% |
| 30D | +10.0% | -10.5% | +20.5% | +12.0% |
| 3M | -11.0% | -27.3% | +16.2% | -6.5% |
| 6M | -20.1% | -43.0% | +22.8% | -13.4% |
| YTD | -36.3% | -17.9% | -18.4% | -37.1% |
| 1Y | -36.8% | +11.9% | -48.8% | -41.6% |
| 3Y | -9.5% | +201.8% | -211.4% | -36.2% |
| 5Y | +9.3% | -0.1% | +9.4% | -8.9% |
| 10Y | -11.0% | +72.7% | -83.7% | -47.2% |
| All | -28.8% | +255.2% | -283.9% | -88.7% |
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