+52.3%
LVS vs ALK
+482.5%
-430.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -1.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -3.2% | -19.2% | +16.0% | +5.9% |
| 3M | -12.0% | -1.5% | -10.5% | -13.2% |
| 6M | -19.9% | -13.1% | -6.8% | -18.4% |
| YTD | -30.6% | -16.4% | -14.2% | -29.0% |
| 1Y | -17.7% | -33.1% | +15.3% | -8.2% |
| 3Y | -14.2% | +0.6% | -14.8% | -27.1% |
| 5Y | +9.6% | -26.4% | +36.0% | +6.1% |
| 10Y | +5.7% | -34.2% | +39.8% | -7.3% |
| All | +52.3% | +482.5% | -430.3% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling