-31.8%
LVS vs SBAC
+2.4%
-34.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.6% | +6.2% |
| 7D | +13.4% | +5.8% | +7.6% | +13.1% |
| 30D | +12.2% | +20.8% | -8.6% | +11.6% |
| 3M | -10.7% | +4.8% | -15.5% | -11.1% |
| 6M | -19.8% | -9.1% | -10.7% | -20.5% |
| YTD | -35.8% | +3.1% | -38.9% | -35.8% |
| 1Y | -31.8% | +2.2% | -34.0% | -31.4% |
| All | -31.8% | +2.4% | -34.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling