-12.8%
LVS vs LSCC
+1,281.8%
-1,294.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -2.3% |
| 7D | +11.1% | +13.0% | -1.9% | +7.3% |
| 30D | +14.7% | -19.8% | +34.5% | +20.2% |
| 3M | -10.9% | -18.4% | +7.5% | -7.8% |
| 6M | -22.3% | -16.1% | -6.2% | -22.3% |
| YTD | -35.8% | +42.7% | -78.5% | -45.9% |
| 1Y | -33.5% | +68.0% | -101.5% | -46.8% |
| 3Y | -11.7% | +85.8% | -97.6% | -36.6% |
| 5Y | +2.6% | +28.0% | -25.4% | -23.1% |
| All | -12.8% | +1,281.8% | -1,294.6% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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