+48.7%
LVS vs SIRI
-53.4%
+102.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.7% | -3.9% | +1.2% | -1.9% |
| 30D | -4.7% | -0.8% | -3.9% | -4.6% |
| 3M | -15.6% | +4.3% | -19.9% | -16.5% |
| 6M | -18.6% | +34.1% | -52.7% | -23.8% |
| YTD | -32.3% | +47.3% | -79.6% | -37.9% |
| 1Y | -18.0% | +22.9% | -40.9% | -22.4% |
| 3Y | -5.8% | -24.6% | +18.7% | -5.7% |
| 5Y | +5.7% | -43.2% | +48.9% | +7.4% |
| 10Y | 0.0% | -12.3% | +12.3% | -7.2% |
| All | +48.7% | -53.4% | +102.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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