-20.0%
LVS vs NSC
+19.9%
-39.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.5% |
| 7D | -3.5% | -2.8% | -0.7% | -3.6% |
| 30D | -6.2% | -4.5% | -1.7% | -6.3% |
| 3M | -14.8% | +3.5% | -18.4% | -14.2% |
| 6M | -20.9% | +8.5% | -29.4% | -19.6% |
| YTD | -33.0% | +12.3% | -45.4% | -30.9% |
| 1Y | -20.0% | +18.9% | -39.0% | -16.1% |
| All | -20.0% | +19.9% | -39.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling