-9.7%
LVS vs SEI
+644.4%
-654.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | -3.5% | +22.6% | -26.1% | -6.8% |
| 30D | -6.2% | +9.1% | -15.3% | -8.1% |
| 3M | -14.8% | -11.3% | -3.5% | -14.7% |
| 6M | -20.9% | +22.0% | -42.9% | -25.9% |
| YTD | -33.0% | +47.3% | -80.3% | -40.3% |
| 1Y | -20.0% | +124.8% | -144.8% | -35.3% |
| 3Y | -6.9% | +591.3% | -598.2% | -48.5% |
| 5Y | +9.1% | +1,008.2% | -999.1% | -50.8% |
| All | -9.7% | +644.4% | -654.1% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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