+39.2%
LVS vs LSCC
+2,120.1%
-2,080.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -4.7% |
| 7D | -1.3% | +14.5% | -15.7% | -6.1% |
| 30D | +12.2% | -0.1% | +12.3% | +10.4% |
| 3M | -11.3% | -2.7% | -8.6% | -12.9% |
| 6M | -21.6% | -4.8% | -16.8% | -24.9% |
| YTD | -36.6% | +66.9% | -103.4% | -50.9% |
| 1Y | -38.4% | +85.8% | -124.2% | -54.2% |
| 3Y | -10.2% | +115.6% | -125.7% | -42.0% |
| 5Y | +9.4% | +48.8% | -39.4% | -24.7% |
| 10Y | -11.3% | +1,490.3% | -1,501.6% | -77.2% |
| All | +39.2% | +2,120.1% | -2,080.9% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling