-4.4%
LVS vs SAN
+356.8%
-361.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.3% | +3.3% | -3.0% | -0.5% |
| 30D | -3.9% | +1.1% | -5.0% | -4.2% |
| 3M | -12.9% | +22.2% | -35.1% | -17.4% |
| 6M | -16.9% | +36.0% | -53.0% | -23.6% |
| YTD | -31.2% | +28.2% | -59.5% | -36.3% |
| 1Y | -16.4% | +54.1% | -70.5% | -26.5% |
| 3Y | -4.4% | +354.2% | -358.7% | -35.8% |
| All | -4.4% | +356.8% | -361.2% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling