+6.4%
LVS vs AGI
+400.3%
-393.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -3.5% | -2.7% | -0.7% | -3.2% |
| 30D | -6.2% | +7.2% | -13.5% | -7.0% |
| 3M | -14.8% | +4.3% | -19.1% | -15.5% |
| 6M | -20.9% | -27.1% | +6.2% | -18.4% |
| YTD | -33.0% | -6.6% | -26.4% | -33.4% |
| 1Y | -20.0% | +9.5% | -29.5% | -22.4% |
| 3Y | -6.9% | +208.4% | -215.4% | -25.8% |
| All | +6.4% | +400.3% | -393.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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