0.0%
LVS vs AR
+43.0%
-43.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -4.7% | +5.5% | -10.2% | -5.4% |
| 3M | -15.6% | +12.9% | -28.4% | -17.2% |
| 6M | -18.6% | +0.1% | -18.7% | -19.1% |
| YTD | -32.3% | +13.5% | -45.8% | -34.1% |
| 1Y | -18.0% | +21.6% | -39.6% | -21.2% |
| 3Y | -5.8% | +46.0% | -51.8% | -13.6% |
| 5Y | +5.7% | +143.7% | -138.0% | -13.0% |
| 10Y | 0.0% | +44.3% | -44.3% | -27.9% |
| All | 0.0% | +43.0% | -43.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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