+6.4%
LVS vs RUN
-81.0%
+87.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -3.5% | -3.7% | +0.2% | -3.1% |
| 30D | -6.2% | -13.0% | +6.8% | -5.1% |
| 3M | -14.8% | -31.8% | +17.0% | -12.1% |
| 6M | -20.9% | -32.2% | +11.4% | -18.8% |
| YTD | -33.0% | -53.5% | +20.4% | -29.6% |
| 1Y | -20.0% | -46.5% | +26.5% | -17.9% |
| 3Y | -6.9% | -37.6% | +30.7% | -17.6% |
| All | +6.4% | -81.0% | +87.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling