-20.9%
LVS vs SN
+490.7%
-511.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.5% | -9.3% | +7.8% | +0.4% |
| 30D | -3.2% | -4.8% | +1.6% | -2.5% |
| 3M | -12.0% | +40.4% | -52.4% | -18.6% |
| 6M | -19.9% | +50.9% | -70.8% | -27.4% |
| YTD | -30.6% | +54.9% | -85.6% | -37.7% |
| 1Y | -17.7% | +43.0% | -60.8% | -25.2% |
| 3Y | -14.2% | +391.8% | -406.0% | -34.9% |
| All | -20.9% | +490.7% | -511.6% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling