-8.8%
LVS vs ALB
-13.3%
+4.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.3% |
| 7D | +6.7% | +5.3% | +1.4% | +5.7% |
| 30D | +13.8% | -6.3% | +20.0% | +14.9% |
| 3M | -9.5% | -27.4% | +17.9% | -4.6% |
| 6M | -22.0% | -53.1% | +31.1% | -11.6% |
| YTD | -35.7% | -32.3% | -3.3% | -33.0% |
| 1Y | -36.7% | -7.3% | -29.4% | -38.5% |
| 3Y | -8.8% | -14.9% | +6.1% | -17.7% |
| All | -8.8% | -13.3% | +4.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling