+5.3%
LVS vs ALK
-34.8%
+40.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +11.1% | +9.0% | +2.0% | +8.0% |
| 30D | +14.7% | -1.6% | +16.3% | +14.9% |
| 3M | -10.9% | -23.2% | +12.2% | -3.8% |
| 6M | -22.3% | -3.9% | -18.5% | -23.4% |
| YTD | -35.8% | -22.6% | -13.2% | -33.1% |
| 1Y | -33.5% | -5.3% | -28.1% | -36.1% |
| 3Y | -11.7% | +18.6% | -30.3% | -32.6% |
| All | +5.3% | -34.8% | +40.0% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling