-4.4%
LVS vs ALC
-15.5%
+11.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | -3.9% | -3.7% | -0.2% | -3.0% |
| 3M | -12.9% | +4.6% | -17.4% | -13.9% |
| 6M | -16.9% | -14.6% | -2.3% | -13.7% |
| YTD | -31.2% | -11.9% | -19.4% | -29.4% |
| 1Y | -16.4% | -13.1% | -3.3% | -13.9% |
| 3Y | -4.4% | -15.0% | +10.6% | -0.2% |
| All | -4.4% | -15.5% | +11.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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