-6.9%
LVS vs NYT
+56.2%
-63.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -6.2% | +4.6% | -10.8% | -7.2% |
| 3M | -14.8% | -9.6% | -5.2% | -13.3% |
| 6M | -20.9% | -14.0% | -6.9% | -18.6% |
| YTD | -33.0% | -2.8% | -30.2% | -33.4% |
| 1Y | -20.0% | +15.6% | -35.6% | -24.3% |
| 3Y | -6.9% | +56.3% | -63.2% | -21.8% |
| All | -6.9% | +56.2% | -63.1% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling