-20.0%
LVS vs SAN
+51.4%
-71.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.1% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -6.2% | +0.9% | -7.2% | -6.4% |
| 3M | -14.8% | +19.1% | -33.9% | -17.7% |
| 6M | -20.9% | +33.2% | -54.1% | -25.4% |
| YTD | -33.0% | +29.1% | -62.2% | -37.5% |
| 1Y | -20.0% | +50.2% | -70.3% | -24.3% |
| All | -20.0% | +51.4% | -71.5% | -24.3% |
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