+5.7%
LVS vs SPY
+81.0%
-75.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -2.7% | -0.4% | -2.4% | -2.4% |
| 30D | -4.7% | -1.4% | -3.3% | -3.3% |
| 3M | -15.6% | +3.7% | -19.3% | -19.2% |
| 6M | -18.6% | +13.0% | -31.6% | -29.2% |
| YTD | -32.3% | +12.4% | -44.7% | -40.8% |
| 1Y | -18.0% | +18.5% | -36.6% | -32.4% |
| 3Y | -5.8% | +77.6% | -83.5% | -51.3% |
| 5Y | +5.7% | +81.7% | -75.9% | -43.8% |
| All | +5.7% | +81.0% | -75.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling