-11.3%
LVS vs ALB
+35.3%
-46.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -1.3% | +1.1% | -2.3% | -1.6% |
| 30D | +12.2% | -2.6% | +14.8% | +12.8% |
| 3M | -11.3% | -25.6% | +14.3% | -4.4% |
| 6M | -21.6% | -54.0% | +32.4% | -4.1% |
| YTD | -36.6% | -31.6% | -5.0% | -32.6% |
| 1Y | -38.4% | -6.6% | -31.8% | -40.7% |
| 3Y | -10.2% | -14.0% | +3.8% | -20.0% |
| 5Y | +9.4% | -62.5% | +72.0% | +21.5% |
| 10Y | -11.3% | +36.3% | -47.6% | -41.6% |
| All | -11.3% | +35.3% | -46.6% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling