0.0%
LVS vs ALLE
+146.0%
-145.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | 0.0% |
| 7D | -2.7% | -2.2% | -0.6% | -1.6% |
| 30D | -4.7% | -8.3% | +3.7% | -0.2% |
| 3M | -15.6% | +16.3% | -31.8% | -22.8% |
| 6M | -18.6% | +1.8% | -20.4% | -20.5% |
| YTD | -32.3% | -3.9% | -28.3% | -32.0% |
| 1Y | -18.0% | -10.0% | -8.0% | -15.0% |
| 3Y | -5.8% | +45.8% | -51.7% | -26.8% |
| 5Y | +5.7% | +13.3% | -7.5% | -7.1% |
| 10Y | 0.0% | +155.3% | -155.3% | -40.8% |
| All | 0.0% | +146.0% | -145.9% | -40.8% |
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