-9.5%
LVS vs ALLE
+94.0%
-103.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | -0.8% | +3.6% | -4.4% | -2.2% |
| 30D | +10.0% | +25.9% | -15.9% | +0.3% |
| 3M | -11.0% | +15.8% | -26.8% | -16.1% |
| 6M | -20.1% | +48.1% | -68.2% | -32.8% |
| YTD | -36.3% | +22.0% | -58.3% | -41.9% |
| 1Y | -36.8% | +18.0% | -54.9% | -41.4% |
| 3Y | -9.5% | +93.1% | -102.6% | -37.7% |
| All | -9.5% | +94.0% | -103.5% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling