+52.3%
LVS vs SAN
+310.5%
-258.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -1.5% | +1.8% | -3.3% | -2.5% |
| 30D | -3.2% | +2.0% | -5.2% | -4.4% |
| 3M | -12.0% | +19.7% | -31.7% | -21.6% |
| 6M | -19.9% | +30.6% | -50.5% | -32.8% |
| YTD | -30.6% | +28.8% | -59.5% | -42.2% |
| 1Y | -17.7% | +57.8% | -75.5% | -39.7% |
| 3Y | -14.2% | +338.1% | -352.3% | -68.0% |
| 5Y | +9.6% | +384.2% | -374.6% | -63.5% |
| 10Y | +5.7% | +353.1% | -347.5% | -67.8% |
| All | +52.3% | +310.5% | -258.2% | -63.4% |
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