-11.7%
LVS vs ALK
+16.0%
-27.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +11.1% | +9.0% | +2.0% | +9.0% |
| 30D | +14.7% | -1.6% | +16.3% | +14.8% |
| 3M | -10.9% | -23.2% | +12.2% | -6.3% |
| 6M | -22.3% | -3.9% | -18.5% | -22.9% |
| YTD | -35.8% | -22.6% | -13.2% | -34.0% |
| 1Y | -33.5% | -5.3% | -28.1% | -35.2% |
| 3Y | -11.7% | +18.6% | -30.3% | -20.1% |
| All | -11.7% | +16.0% | -27.7% | -20.1% |
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