-9.5%
LVS vs SPG
+113.9%
-123.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.8% | +2.0% | -2.8% | -1.7% |
| 30D | +10.0% | +17.2% | -7.3% | +2.9% |
| 3M | -11.0% | +6.3% | -17.4% | -13.3% |
| 6M | -20.1% | +18.7% | -38.8% | -25.9% |
| YTD | -36.3% | +30.1% | -66.4% | -43.5% |
| 1Y | -36.8% | +32.8% | -69.6% | -44.4% |
| 3Y | -9.5% | +133.6% | -143.1% | -38.0% |
| 5Y | +9.3% | +84.4% | -75.1% | -18.5% |
| All | -9.5% | +113.9% | -123.4% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling