-31.8%
LVS vs SAN
+23.5%
-55.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.4% | 0.0% | +4.9% |
| 7D | +13.4% | +4.5% | +8.9% | +12.1% |
| 30D | +12.2% | -12.1% | +24.3% | +15.2% |
| 3M | -10.7% | -15.6% | +4.8% | -7.5% |
| 6M | -19.8% | +5.8% | -25.6% | -21.7% |
| YTD | -35.8% | +5.5% | -41.3% | -39.8% |
| 1Y | -31.8% | +23.6% | -55.4% | -40.2% |
| All | -31.8% | +23.5% | -55.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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