+47.0%
LVS vs NLY
+246.6%
-199.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -3.5% | -4.0% | +0.5% | -1.3% |
| 30D | -6.2% | -5.2% | -1.0% | -3.5% |
| 3M | -14.8% | +2.8% | -17.7% | -16.3% |
| 6M | -20.9% | +4.2% | -25.1% | -22.9% |
| YTD | -33.0% | +4.7% | -37.7% | -35.1% |
| 1Y | -20.0% | +12.7% | -32.8% | -25.7% |
| 3Y | -6.9% | +62.5% | -69.5% | -29.8% |
| 5Y | +9.1% | +26.3% | -17.2% | -8.1% |
| 10Y | -1.1% | +81.0% | -82.1% | -36.1% |
| All | +47.0% | +246.6% | -199.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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