-14.0%
LVS vs LSCC
+1,398.6%
-1,412.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -3.5% |
| 7D | +5.2% | +19.3% | -14.1% | +0.1% |
| 30D | +12.0% | -9.6% | +21.6% | +13.8% |
| 3M | -11.5% | -12.4% | +0.9% | -10.1% |
| 6M | -23.2% | -10.5% | -12.8% | -24.4% |
| YTD | -36.7% | +54.8% | -91.5% | -47.8% |
| 1Y | -36.8% | +79.4% | -116.2% | -50.3% |
| 3Y | -10.5% | +109.6% | -120.1% | -37.9% |
| 5Y | +5.1% | +40.4% | -35.3% | -23.2% |
| 10Y | -14.0% | +1,379.1% | -1,393.1% | -71.5% |
| All | -14.0% | +1,398.6% | -1,412.5% | -71.5% |
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