+47.0%
LVS vs SNY
+164.4%
-117.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.5% | -3.3% | -0.1% | -1.7% |
| 30D | -6.2% | -2.2% | -4.1% | -5.1% |
| 3M | -14.8% | -3.0% | -11.8% | -13.7% |
| 6M | -20.9% | +2.7% | -23.6% | -22.7% |
| YTD | -33.0% | -6.8% | -26.2% | -31.4% |
| 1Y | -20.0% | -5.3% | -14.8% | -19.5% |
| 3Y | -6.9% | -9.8% | +2.9% | -8.0% |
| 5Y | +9.1% | +9.7% | -0.6% | -7.9% |
| 10Y | -1.1% | +64.5% | -65.6% | -40.0% |
| All | +47.0% | +164.4% | -117.4% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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