-2.2%
LVS vs SBAC
+88.4%
-90.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -4.7% | +3.9% | -8.5% | -5.4% |
| 3M | -15.6% | -8.2% | -7.4% | -14.4% |
| 6M | -18.6% | -2.8% | -15.8% | -18.9% |
| YTD | -32.3% | -1.5% | -30.7% | -32.8% |
| 1Y | -18.0% | 0.0% | -18.0% | -19.1% |
| 3Y | -5.8% | -8.4% | +2.6% | -6.6% |
| 5Y | +5.7% | -43.5% | +49.3% | +14.9% |
| All | -2.2% | +88.4% | -90.6% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling