-16.2%
LVS vs ALLE
+327.3%
-343.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | 0.0% |
| 7D | +11.1% | -0.6% | +11.6% | +11.4% |
| 30D | +14.7% | +25.3% | -10.7% | +1.2% |
| 3M | -10.9% | +10.3% | -21.2% | -16.0% |
| 6M | -22.3% | +38.0% | -60.4% | -35.7% |
| YTD | -35.8% | +17.8% | -53.6% | -42.6% |
| 1Y | -33.5% | +13.6% | -47.1% | -39.3% |
| 3Y | -11.7% | +89.2% | -100.9% | -40.6% |
| 5Y | +2.6% | +51.1% | -48.4% | -23.4% |
| 10Y | -11.9% | +228.1% | -240.0% | -58.0% |
| All | -16.2% | +327.3% | -343.5% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling