-20.0%
LVS vs SBAC
-2.5%
-17.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.5% |
| 7D | -3.5% | -2.1% | -1.4% | -3.4% |
| 30D | -6.2% | +2.0% | -8.2% | -6.2% |
| 3M | -14.8% | -8.3% | -6.5% | -14.9% |
| 6M | -20.9% | +0.3% | -21.2% | -21.1% |
| YTD | -33.0% | -2.2% | -30.8% | -32.8% |
| 1Y | -20.0% | -4.6% | -15.4% | -21.9% |
| All | -20.0% | -2.5% | -17.6% | -21.9% |
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