+9.4%
LVS vs SPG
+86.1%
-76.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.3% | +2.7% | -4.0% | -2.6% |
| 30D | +12.2% | +16.6% | -4.4% | +3.8% |
| 3M | -11.3% | +8.1% | -19.4% | -14.8% |
| 6M | -21.6% | +19.3% | -40.9% | -28.8% |
| YTD | -36.6% | +31.1% | -67.7% | -45.6% |
| 1Y | -38.4% | +32.8% | -71.2% | -47.5% |
| 3Y | -10.2% | +135.8% | -146.0% | -46.2% |
| 5Y | +9.4% | +85.1% | -75.7% | -22.0% |
| All | +9.4% | +86.1% | -76.7% | -22.0% |
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 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