+12.6%
LVS vs SFM
+132.6%
-120.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -3.2% | -4.4% | +1.1% | -2.8% |
| 3M | -12.0% | +1.5% | -13.5% | -12.2% |
| 6M | -19.9% | +6.5% | -26.4% | -20.7% |
| YTD | -30.6% | +2.2% | -32.8% | -31.2% |
| 1Y | -17.7% | -41.9% | +24.1% | -14.0% |
| 3Y | -14.2% | +106.8% | -121.0% | -23.0% |
| 5Y | +9.6% | +231.6% | -221.9% | -8.6% |
| 10Y | +5.7% | +258.4% | -252.8% | -17.0% |
| All | +12.6% | +132.6% | -120.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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