-9.5%
LVS vs SPY
+307.0%
-316.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -0.8% | +2.6% | -3.4% | -3.7% |
| 30D | +10.0% | -2.0% | +12.0% | +12.0% |
| 3M | -11.0% | -2.8% | -8.3% | -8.6% |
| 6M | -20.1% | +2.1% | -22.3% | -22.9% |
| YTD | -36.3% | +11.5% | -47.8% | -44.4% |
| 1Y | -36.8% | +13.5% | -50.3% | -45.9% |
| 3Y | -9.5% | +77.7% | -87.2% | -54.0% |
| 5Y | +9.3% | +72.6% | -63.3% | -41.8% |
| All | -9.5% | +307.0% | -316.5% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling