+48.7%
LVS vs SONY
+264.1%
-215.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.7% | -4.9% | +2.2% | -0.4% |
| 30D | -4.7% | -1.6% | -3.1% | -4.0% |
| 3M | -15.6% | +10.0% | -25.6% | -19.7% |
| 6M | -18.6% | +8.4% | -27.1% | -22.5% |
| YTD | -32.3% | -8.4% | -23.8% | -30.3% |
| 1Y | -18.0% | -18.4% | +0.3% | -11.6% |
| 3Y | -5.8% | +41.0% | -46.8% | -25.3% |
| 5Y | +5.7% | +9.3% | -3.5% | -5.8% |
| 10Y | 0.0% | +281.7% | -281.7% | -54.8% |
| All | +48.7% | +264.1% | -215.4% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling