+1,242.6%
LVS vs SPXS
-100.0%
+1,342.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -0.8% |
| 7D | -4.3% | +6.4% | -10.7% | -1.3% |
| 30D | -6.8% | +6.0% | -12.8% | -4.0% |
| 3M | -15.6% | -11.6% | -4.0% | -20.4% |
| 6M | -20.6% | -28.7% | +8.1% | -31.6% |
| YTD | -33.4% | -26.3% | -7.1% | -41.4% |
| 1Y | -20.1% | -34.9% | +14.8% | -33.2% |
| 3Y | -7.4% | -79.5% | +72.0% | -50.4% |
| 5Y | +8.5% | -85.9% | +94.4% | -39.8% |
| 10Y | -1.7% | -99.5% | +97.9% | -86.5% |
| All | +1,242.6% | -100.0% | +1,342.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling