-3.8%
LVS vs SPY
+318.9%
-322.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | -4.3% | -2.0% | -2.3% | -2.1% |
| 30D | -6.8% | -1.7% | -5.2% | -5.1% |
| 3M | -15.6% | +4.7% | -20.4% | -20.3% |
| 6M | -20.6% | +12.5% | -33.1% | -30.9% |
| YTD | -33.4% | +11.7% | -45.1% | -41.6% |
| 1Y | -20.1% | +17.5% | -37.6% | -34.0% |
| 3Y | -7.4% | +76.6% | -84.0% | -52.3% |
| 5Y | +8.5% | +82.0% | -73.5% | -45.3% |
| All | -3.8% | +318.9% | -322.7% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling