+50.9%
LVS vs AIG
-90.3%
+141.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.8% |
| 30D | -3.9% | -5.2% | +1.3% | -2.3% |
| 3M | -12.9% | +1.5% | -14.3% | -13.4% |
| 6M | -16.9% | -3.9% | -13.0% | -16.3% |
| YTD | -31.2% | -11.6% | -19.6% | -29.1% |
| 1Y | -16.4% | -2.9% | -13.5% | -16.6% |
| 3Y | -4.4% | +33.7% | -38.2% | -13.9% |
| 5Y | +6.7% | +52.7% | -46.0% | -8.0% |
| 10Y | +1.4% | +62.6% | -61.2% | -17.5% |
| All | +50.9% | -90.3% | +141.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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