-9.5%
LVS vs ALK
+13.2%
-22.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | -0.8% | -1.2% | +0.3% | -0.7% |
| 30D | +10.0% | +7.7% | +2.3% | +8.1% |
| 3M | -11.0% | -19.0% | +8.0% | -7.5% |
| 6M | -20.1% | -0.2% | -19.9% | -21.5% |
| YTD | -36.3% | -23.5% | -12.8% | -34.4% |
| 1Y | -36.8% | -9.1% | -27.7% | -37.9% |
| 3Y | -9.5% | +12.0% | -21.6% | -17.4% |
| All | -9.5% | +13.2% | -22.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling