-6.9%
LVS vs SONY
+42.2%
-49.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -3.5% | -2.7% | -0.8% | -2.8% |
| 30D | -6.2% | +1.5% | -7.8% | -6.6% |
| 3M | -14.8% | +13.0% | -27.8% | -17.6% |
| 6M | -20.9% | +11.2% | -32.1% | -23.3% |
| YTD | -33.0% | -6.6% | -26.4% | -32.4% |
| 1Y | -20.0% | -18.1% | -1.9% | -16.9% |
| 3Y | -6.9% | +42.1% | -49.0% | -15.8% |
| All | -6.9% | +42.2% | -49.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling