+39.2%
LVS vs SPG
+870.3%
-831.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.3% | +2.7% | -4.0% | -2.8% |
| 30D | +12.2% | +16.6% | -4.4% | +2.9% |
| 3M | -11.3% | +8.1% | -19.4% | -15.1% |
| 6M | -21.6% | +19.3% | -40.9% | -29.4% |
| YTD | -36.6% | +31.1% | -67.7% | -46.3% |
| 1Y | -38.4% | +32.8% | -71.2% | -48.2% |
| 3Y | -10.2% | +135.8% | -146.0% | -46.4% |
| 5Y | +9.4% | +85.1% | -75.7% | -26.5% |
| 10Y | -11.3% | +115.9% | -127.3% | -55.1% |
| All | +39.2% | +870.3% | -831.1% | -77.2% |
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