+39.7%
LVS vs SBAC
+2,025.9%
-1,986.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.8% |
| 7D | -0.8% | +0.6% | -1.5% | -1.2% |
| 30D | +10.0% | +5.5% | +4.5% | +6.2% |
| 3M | -11.0% | +3.1% | -14.1% | -13.3% |
| 6M | -20.1% | -7.0% | -13.1% | -18.3% |
| YTD | -36.3% | +0.5% | -36.8% | -40.2% |
| 1Y | -36.8% | +0.2% | -37.1% | -40.7% |
| 3Y | -9.5% | -7.4% | -2.2% | -15.4% |
| 5Y | +9.3% | -39.7% | +49.0% | +26.9% |
| 10Y | -11.0% | +112.5% | -123.5% | -67.4% |
| All | +39.7% | +2,025.9% | -1,986.1% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling