+52.3%
LVS vs SBAC
+2,012.9%
-1,960.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -3.2% | +6.9% | -10.1% | -7.2% |
| 3M | -12.0% | -8.2% | -3.7% | -8.2% |
| 6M | -19.9% | -1.6% | -18.3% | -22.4% |
| YTD | -30.6% | -0.1% | -30.5% | -34.1% |
| 1Y | -17.7% | -0.5% | -17.3% | -22.0% |
| 3Y | -14.2% | -9.1% | -5.1% | -18.8% |
| 5Y | +9.6% | -43.8% | +53.4% | +33.7% |
| 10Y | +5.7% | +80.5% | -74.9% | -55.9% |
| All | +52.3% | +2,012.9% | -1,960.6% | -85.6% |
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