-31.8%
LVS vs NYT
+16.5%
-48.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.6% |
| 7D | +13.4% | -3.9% | +17.3% | +14.0% |
| 30D | +12.2% | +4.3% | +7.9% | +11.6% |
| 3M | -10.7% | -11.7% | +1.0% | -9.6% |
| 6M | -19.8% | -14.4% | -5.4% | -18.9% |
| YTD | -35.8% | -3.0% | -32.7% | -34.7% |
| 1Y | -31.8% | +16.5% | -48.3% | -35.0% |
| All | -31.8% | +16.5% | -48.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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