-27.4%
LVS vs SN
+671.3%
-698.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.1% |
| 7D | -0.8% | +1.5% | -2.4% | -1.2% |
| 30D | +10.0% | +21.5% | -11.5% | +5.7% |
| 3M | -11.0% | +20.0% | -31.1% | -14.6% |
| 6M | -20.1% | +119.9% | -140.1% | -33.0% |
| YTD | -36.3% | +102.3% | -138.7% | -45.9% |
| 1Y | -36.8% | +148.0% | -184.8% | -48.7% |
| 3Y | -9.5% | +450.0% | -459.5% | -34.7% |
| All | -27.4% | +671.3% | -698.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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