-22.8%
LVS vs SN
+476.8%
-499.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -0.8% |
| 7D | -2.7% | -3.4% | +0.7% | -2.0% |
| 30D | -4.7% | -9.1% | +4.4% | -3.0% |
| 3M | -15.6% | +31.8% | -47.3% | -20.9% |
| 6M | -18.6% | +52.0% | -70.7% | -26.4% |
| YTD | -32.3% | +51.3% | -83.6% | -38.8% |
| 1Y | -18.0% | +46.9% | -64.9% | -25.9% |
| 3Y | -5.8% | +394.9% | -400.8% | -28.3% |
| All | -22.8% | +476.8% | -499.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling