-11.3%
LVS vs LSCC
+1,498.6%
-1,509.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -4.0% |
| 7D | -1.3% | +14.5% | -15.7% | -5.1% |
| 30D | +12.2% | -0.1% | +12.3% | +10.9% |
| 3M | -11.3% | -2.7% | -8.6% | -12.5% |
| 6M | -21.6% | -4.8% | -16.8% | -24.1% |
| YTD | -36.6% | +66.9% | -103.4% | -48.8% |
| 1Y | -38.4% | +85.8% | -124.2% | -52.0% |
| 3Y | -10.2% | +115.6% | -125.7% | -38.0% |
| 5Y | +9.4% | +48.8% | -39.4% | -21.3% |
| 10Y | -11.3% | +1,490.3% | -1,501.6% | -71.0% |
| All | -11.3% | +1,498.6% | -1,509.9% | -71.0% |
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