+5.7%
LVS vs SAN
+384.1%
-378.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | -15.6% | +19.6% | -35.2% | -21.5% |
| 6M | -18.6% | +32.7% | -51.3% | -27.7% |
| YTD | -32.3% | +26.7% | -59.0% | -39.3% |
| 1Y | -18.0% | +51.6% | -69.7% | -32.0% |
| 3Y | -5.8% | +348.7% | -354.6% | -53.3% |
| 5Y | +5.7% | +378.7% | -373.0% | -50.6% |
| All | +5.7% | +384.1% | -378.3% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling