-17.7%
LVS vs ALB
+60.9%
-78.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.1% |
| 7D | -1.5% | -8.1% | +6.6% | -0.8% |
| 30D | -3.2% | +6.3% | -9.5% | -3.8% |
| 3M | -12.0% | -23.6% | +11.6% | -10.0% |
| 6M | -19.9% | -24.6% | +4.7% | -18.4% |
| YTD | -30.6% | -10.3% | -20.4% | -30.6% |
| 1Y | -17.7% | +61.5% | -79.2% | -22.5% |
| All | -17.7% | +60.9% | -78.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling