-5.8%
LVS vs SPG
+106.5%
-112.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.5% |
| 7D | -2.7% | -1.7% | -1.1% | -2.1% |
| 30D | -4.7% | -6.3% | +1.6% | -2.3% |
| 3M | -15.6% | -2.4% | -13.1% | -15.0% |
| 6M | -18.6% | +9.6% | -28.3% | -22.2% |
| YTD | -32.3% | +14.2% | -46.5% | -36.6% |
| 1Y | -18.0% | +19.3% | -37.3% | -25.0% |
| All | -5.8% | +106.5% | -112.3% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling