-4.4%
LVS vs ALB
-27.5%
+23.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.1% |
| 30D | -3.9% | -1.2% | -2.7% | -3.8% |
| 3M | -12.9% | -13.3% | +0.5% | -11.1% |
| 6M | -16.9% | -19.8% | +2.8% | -14.9% |
| YTD | -31.2% | -7.9% | -23.3% | -32.0% |
| 1Y | -16.4% | +60.2% | -76.6% | -27.1% |
| 3Y | -4.4% | -26.4% | +22.0% | -11.7% |
| All | -4.4% | -27.5% | +23.0% | -11.7% |
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