+40.9%
LVS vs ALK
+439.6%
-398.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +11.1% | +9.0% | +2.0% | +6.8% |
| 30D | +14.7% | -1.6% | +16.3% | +14.9% |
| 3M | -10.9% | -23.2% | +12.2% | -1.0% |
| 6M | -22.3% | -3.9% | -18.5% | -23.8% |
| YTD | -35.8% | -22.6% | -13.2% | -32.6% |
| 1Y | -33.5% | -5.3% | -28.1% | -36.7% |
| 3Y | -11.7% | +18.6% | -30.3% | -31.2% |
| 5Y | +2.6% | -34.4% | +37.0% | +3.9% |
| 10Y | -11.9% | -40.8% | +28.9% | -19.2% |
| All | +40.9% | +439.6% | -398.7% | -70.6% |
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