-18.0%
LVS vs ALLE
-11.2%
-6.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.9% |
| 7D | -2.7% | -2.2% | -0.6% | -2.3% |
| 30D | -4.7% | -8.3% | +3.7% | -3.1% |
| 3M | -15.6% | +16.3% | -31.8% | -18.3% |
| 6M | -18.6% | +1.8% | -20.4% | -19.1% |
| YTD | -32.3% | -3.9% | -28.3% | -32.6% |
| 1Y | -18.0% | -10.0% | -8.0% | -19.0% |
| All | -18.0% | -11.2% | -6.9% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling