+52.3%
LVS vs SPY
+850.1%
-797.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -3.2% | +0.1% | -3.3% | -3.4% |
| 3M | -12.0% | +2.0% | -14.0% | -15.2% |
| 6M | -19.9% | +13.0% | -32.9% | -33.6% |
| YTD | -30.6% | +13.5% | -44.2% | -43.0% |
| 1Y | -17.7% | +20.0% | -37.7% | -37.7% |
| 3Y | -14.2% | +77.2% | -91.4% | -64.0% |
| 5Y | +9.6% | +81.9% | -72.2% | -56.0% |
| 10Y | +5.7% | +314.1% | -308.4% | -88.8% |
| All | +52.3% | +850.1% | -797.9% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling