-11.8%
LVS vs ALK
-45.1%
+33.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -0.4% |
| 7D | -3.9% | +0.9% | -4.8% | -4.4% |
| 30D | +7.1% | +3.3% | +3.8% | +5.2% |
| 3M | -13.2% | -17.6% | +4.4% | -7.5% |
| 6M | -22.8% | +0.8% | -23.6% | -25.5% |
| YTD | -38.0% | -22.4% | -15.6% | -35.3% |
| 1Y | -39.5% | -10.1% | -29.4% | -40.9% |
| 3Y | -12.2% | +14.0% | -26.2% | -29.1% |
| 5Y | +6.4% | -29.8% | +36.3% | +4.9% |
| All | -11.8% | -45.1% | +33.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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