+26.1%
LVS vs SPMO
+575.0%
-548.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.7% | +2.7% | -5.4% | -4.6% |
| 30D | -4.7% | +1.1% | -5.8% | -5.6% |
| 3M | -15.6% | +2.0% | -17.6% | -18.7% |
| 6M | -18.6% | +26.5% | -45.2% | -34.3% |
| YTD | -32.3% | +26.5% | -58.8% | -45.5% |
| 1Y | -18.0% | +27.9% | -46.0% | -34.8% |
| 3Y | -5.8% | +160.4% | -166.2% | -59.0% |
| 5Y | +5.7% | +151.5% | -145.8% | -52.3% |
| 10Y | 0.0% | +526.3% | -526.3% | -72.9% |
| All | +26.1% | +575.0% | -548.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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