+39.7%
LVS vs SAN
+239.9%
-200.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -0.8% | +4.0% | -4.8% | -3.3% |
| 30D | +10.0% | -7.8% | +17.8% | +14.7% |
| 3M | -11.0% | -16.4% | +5.3% | -2.0% |
| 6M | -20.1% | +3.5% | -23.7% | -23.4% |
| YTD | -36.3% | +6.7% | -43.0% | -41.2% |
| 1Y | -36.8% | +14.5% | -51.3% | -44.2% |
| 3Y | -9.5% | +243.5% | -253.1% | -61.1% |
| 5Y | +9.3% | +296.2% | -286.9% | -59.3% |
| 10Y | -11.0% | +268.5% | -279.5% | -69.3% |
| All | +39.7% | +239.9% | -200.1% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling