+309.6%
LVS vs SCHG
+1,121.7%
-812.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | -4.3% | -2.7% | -1.6% | -1.5% |
| 30D | -6.8% | -2.2% | -4.6% | -4.8% |
| 3M | -15.6% | +6.2% | -21.8% | -21.2% |
| 6M | -20.6% | +13.4% | -34.0% | -30.9% |
| YTD | -33.4% | +7.1% | -40.5% | -38.6% |
| 1Y | -20.1% | +12.5% | -32.7% | -30.3% |
| 3Y | -7.4% | +86.2% | -93.6% | -54.6% |
| 5Y | +8.5% | +83.9% | -75.4% | -47.0% |
| 10Y | -1.7% | +451.3% | -452.9% | -89.3% |
| All | +309.6% | +1,121.7% | -812.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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