+47.0%
LVS vs NYT
+119.1%
-72.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | -6.2% | +4.6% | -10.8% | -8.3% |
| 3M | -14.8% | -9.6% | -5.2% | -11.5% |
| 6M | -20.9% | -14.0% | -6.9% | -16.3% |
| YTD | -33.0% | -2.8% | -30.2% | -33.6% |
| 1Y | -20.0% | +15.6% | -35.6% | -27.5% |
| 3Y | -6.9% | +56.3% | -63.2% | -29.6% |
| 5Y | +9.1% | +39.5% | -30.4% | -15.8% |
| 10Y | -1.1% | +488.0% | -489.2% | -68.5% |
| All | +47.0% | +119.1% | -72.1% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling