-9.5%
LVS vs ALLE
+260.9%
-270.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -3.2% | -6.8% | +3.6% | +0.4% |
| 3M | -12.0% | +21.0% | -33.0% | -21.3% |
| 6M | -19.9% | +1.1% | -21.0% | -21.4% |
| YTD | -30.6% | -0.5% | -30.1% | -31.7% |
| 1Y | -17.7% | -7.3% | -10.5% | -16.1% |
| 3Y | -14.2% | +42.3% | -56.5% | -32.2% |
| 5Y | +9.6% | +13.5% | -3.8% | -3.9% |
| 10Y | +5.7% | +144.0% | -138.4% | -40.8% |
| All | -9.5% | +260.9% | -270.3% | -58.5% |
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