+7.0%
LVS vs RUN
-29.4%
+36.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.3% |
| 7D | +0.3% | +10.2% | -9.8% | -0.8% |
| 30D | -3.9% | -9.6% | +5.7% | -2.9% |
| 3M | -12.9% | -31.5% | +18.6% | -9.7% |
| 6M | -16.9% | -18.7% | +1.8% | -16.2% |
| YTD | -31.2% | -49.9% | +18.6% | -27.7% |
| 1Y | -16.4% | -45.5% | +29.1% | -13.9% |
| 3Y | -4.4% | -34.1% | +29.7% | -16.1% |
| 5Y | +6.7% | -79.4% | +86.1% | +1.8% |
| 10Y | +1.4% | +48.9% | -47.5% | -28.8% |
| All | +7.0% | -29.4% | +36.4% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling