+48.7%
LVS vs NI
+1,022.3%
-973.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | -2.7% | +1.3% | -4.0% | -3.4% |
| 30D | -4.7% | -0.3% | -4.4% | -4.7% |
| 3M | -15.6% | -9.5% | -6.1% | -11.1% |
| 6M | -18.6% | -10.2% | -8.4% | -14.5% |
| YTD | -32.3% | +1.8% | -34.0% | -33.9% |
| 1Y | -18.0% | +5.7% | -23.7% | -21.9% |
| 3Y | -5.8% | +69.6% | -75.5% | -33.1% |
| 5Y | +5.7% | +95.8% | -90.0% | -33.4% |
| 10Y | 0.0% | +145.1% | -145.1% | -51.6% |
| All | +48.7% | +1,022.3% | -973.6% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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