-25.8%
LVS vs NTR
+97.9%
-123.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -6.2% | +16.8% | -23.0% | -12.0% |
| 3M | -14.8% | +20.7% | -35.6% | -21.4% |
| 6M | -20.9% | +0.5% | -21.4% | -22.2% |
| YTD | -33.0% | +29.2% | -62.2% | -41.1% |
| 1Y | -20.0% | +39.6% | -59.6% | -32.4% |
| 3Y | -6.9% | +37.9% | -44.8% | -23.2% |
| 5Y | +9.1% | +47.1% | -38.0% | -24.9% |
| All | -25.8% | +97.9% | -123.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling