-31.8%
LVS vs SPG
+34.3%
-66.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.6% | +6.0% |
| 7D | +13.4% | +8.2% | +5.2% | +12.4% |
| 30D | +12.2% | +13.5% | -1.3% | +10.7% |
| 3M | -10.7% | +2.2% | -13.0% | -11.5% |
| 6M | -19.8% | +15.9% | -35.7% | -20.5% |
| YTD | -35.8% | +27.6% | -63.4% | -33.3% |
| 1Y | -31.8% | +30.9% | -62.7% | -30.1% |
| All | -31.8% | +34.3% | -66.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling