-20.0%
LVS vs ALB
+66.4%
-86.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.9% |
| 7D | -3.5% | -6.6% | +3.2% | -2.9% |
| 30D | -6.2% | -8.1% | +1.9% | -5.5% |
| 3M | -14.8% | -25.7% | +10.8% | -12.5% |
| 6M | -20.9% | -29.5% | +8.6% | -18.8% |
| YTD | -33.0% | -16.2% | -16.8% | -32.8% |
| 1Y | -20.0% | +59.2% | -79.3% | -27.7% |
| All | -20.0% | +66.4% | -86.4% | -27.7% |
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