+2.9%
LVS vs SFM
+44.5%
-41.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.8% |
| 7D | -1.3% | -7.1% | +5.8% | -0.6% |
| 30D | +12.2% | -21.4% | +33.6% | +14.2% |
| 3M | -11.3% | -40.1% | +28.8% | -7.3% |
| 6M | -21.6% | -38.0% | +16.4% | -18.6% |
| YTD | -36.6% | -36.5% | -0.1% | -34.5% |
| 1Y | -38.4% | -35.2% | -3.2% | -36.5% |
| 3Y | -10.2% | +23.5% | -33.6% | -15.6% |
| 5Y | +9.4% | +109.7% | -100.3% | -5.1% |
| 10Y | -11.3% | +132.6% | -143.9% | -27.8% |
| All | +2.9% | +44.5% | -41.5% | -4.8% |
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