+36.1%
LVS vs SAN
+237.6%
-201.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.6% |
| 7D | -3.9% | +1.0% | -4.9% | -4.7% |
| 30D | +7.1% | -9.4% | +16.4% | +12.7% |
| 3M | -13.2% | -17.1% | +3.9% | -3.9% |
| 6M | -22.8% | +2.2% | -25.0% | -25.4% |
| YTD | -38.0% | +6.0% | -44.0% | -42.5% |
| 1Y | -39.5% | +12.7% | -52.2% | -46.0% |
| 3Y | -12.2% | +242.1% | -254.3% | -62.2% |
| 5Y | +6.4% | +293.6% | -287.2% | -60.2% |
| 10Y | -13.3% | +266.1% | -279.4% | -69.9% |
| All | +36.1% | +237.6% | -201.6% | -63.7% |
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