+7.3%
LVS vs SPG
+109.1%
-101.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.9% | -4.9% | +1.0% | -1.5% |
| 3M | -12.9% | +3.3% | -16.2% | -14.6% |
| 6M | -16.9% | +11.2% | -28.2% | -22.0% |
| YTD | -31.2% | +17.1% | -48.3% | -37.4% |
| 1Y | -16.4% | +21.6% | -38.0% | -25.7% |
| 3Y | -4.4% | +111.9% | -116.3% | -39.2% |
| All | +7.3% | +109.1% | -101.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling