+46.2%
LVS vs MKTX
+978.3%
-932.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -6.8% | +0.8% | -7.7% | -7.1% |
| 3M | -15.6% | +41.1% | -56.8% | -26.0% |
| 6M | -20.6% | -9.5% | -11.1% | -19.5% |
| YTD | -33.4% | -8.7% | -24.7% | -32.9% |
| 1Y | -20.1% | -10.0% | -10.2% | -19.5% |
| 3Y | -7.4% | -24.6% | +17.2% | -5.4% |
| 5Y | +8.5% | -60.3% | +68.8% | +35.2% |
| 10Y | -1.7% | +5.0% | -6.7% | -24.7% |
| All | +46.2% | +978.3% | -932.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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