+52.3%
LVS vs SPG
+756.5%
-704.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | -3.2% | -6.8% | +3.6% | +0.6% |
| 3M | -12.0% | +2.7% | -14.7% | -13.6% |
| 6M | -19.9% | +5.5% | -25.4% | -22.8% |
| YTD | -30.6% | +15.7% | -46.3% | -36.9% |
| 1Y | -17.7% | +20.9% | -38.6% | -27.2% |
| 3Y | -14.2% | +112.4% | -126.6% | -45.9% |
| 5Y | +9.6% | +101.4% | -91.7% | -30.0% |
| 10Y | +5.7% | +60.6% | -55.0% | -36.0% |
| All | +52.3% | +756.5% | -704.2% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling