+52.3%
LVS vs LSCC
+1,995.8%
-1,943.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.0% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -3.2% | -9.7% | +6.4% | -0.4% |
| 3M | -12.0% | -23.7% | +11.7% | -6.6% |
| 6M | -19.9% | +26.5% | -46.4% | -29.5% |
| YTD | -30.6% | +57.5% | -88.2% | -44.0% |
| 1Y | -17.7% | +75.7% | -93.4% | -36.8% |
| 3Y | -14.2% | +19.5% | -33.7% | -31.1% |
| 5Y | +9.6% | +83.8% | -74.1% | -28.8% |
| 10Y | +5.7% | +1,772.4% | -1,766.7% | -74.3% |
| All | +52.3% | +1,995.8% | -1,943.6% | -81.4% |
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