-14.0%
LVS vs ALLE
+233.6%
-247.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.8% |
| 7D | +5.2% | -0.6% | +5.8% | +5.5% |
| 30D | +12.0% | +26.6% | -14.6% | -1.7% |
| 3M | -11.5% | +13.2% | -24.7% | -17.7% |
| 6M | -23.2% | +42.9% | -66.1% | -37.6% |
| YTD | -36.7% | +21.0% | -57.7% | -44.2% |
| 1Y | -36.8% | +15.2% | -51.9% | -42.7% |
| 3Y | -10.5% | +95.6% | -106.1% | -41.1% |
| 5Y | +5.1% | +53.4% | -48.3% | -22.2% |
| 10Y | -14.0% | +221.5% | -235.4% | -56.2% |
| All | -14.0% | +233.6% | -247.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling