-3.3%
LVS vs SPG
+64.5%
-67.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.0% |
| 30D | -6.2% | -6.1% | -0.1% | -3.8% |
| 3M | -14.8% | -3.6% | -11.2% | -13.7% |
| 6M | -20.9% | +10.4% | -31.3% | -24.5% |
| YTD | -33.0% | +14.4% | -47.4% | -37.3% |
| 1Y | -20.0% | +16.5% | -36.6% | -25.8% |
| 3Y | -6.9% | +106.8% | -113.7% | -32.8% |
| 5Y | +9.1% | +108.9% | -99.8% | -22.2% |
| All | -3.3% | +64.5% | -67.8% | -37.0% |
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