+39.0%
LVS vs ALK
+477.8%
-438.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.4% | -4.5% |
| 7D | +5.2% | +8.9% | -3.7% | +1.0% |
| 30D | +12.0% | +5.9% | +6.1% | +8.5% |
| 3M | -11.5% | -16.5% | +5.0% | -5.3% |
| 6M | -23.2% | +2.1% | -25.3% | -26.8% |
| YTD | -36.7% | -17.1% | -19.6% | -35.6% |
| 1Y | -36.8% | -2.9% | -33.9% | -40.6% |
| 3Y | -10.5% | +24.5% | -35.0% | -31.8% |
| 5Y | +5.1% | -29.1% | +34.2% | +2.6% |
| 10Y | -14.0% | -39.1% | +25.2% | -22.0% |
| All | +39.0% | +477.8% | -438.8% | -71.9% |
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