-9.8%
LVS vs ALLE
+210.2%
-220.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.9% |
| 7D | -1.3% | -0.8% | -0.4% | -0.9% |
| 30D | +12.2% | +27.4% | -15.2% | -1.9% |
| 3M | -11.3% | +13.8% | -25.1% | -17.8% |
| 6M | -21.6% | +45.5% | -67.1% | -37.0% |
| YTD | -36.6% | +21.4% | -58.0% | -44.2% |
| 1Y | -38.4% | +15.4% | -53.8% | -44.3% |
| 3Y | -10.2% | +91.7% | -101.9% | -40.2% |
| 5Y | +9.4% | +54.5% | -45.1% | -19.4% |
| All | -9.8% | +210.2% | -220.0% | -53.0% |
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