+39.7%
LVS vs SPY
+832.9%
-793.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | -0.8% | +2.6% | -3.4% | -4.6% |
| 30D | +10.0% | -2.0% | +12.0% | +12.5% |
| 3M | -11.0% | -2.8% | -8.3% | -8.0% |
| 6M | -20.1% | +2.1% | -22.3% | -23.9% |
| YTD | -36.3% | +11.5% | -47.8% | -46.6% |
| 1Y | -36.8% | +13.5% | -50.3% | -48.4% |
| 3Y | -9.5% | +77.7% | -87.2% | -62.5% |
| 5Y | +9.3% | +72.6% | -63.3% | -52.8% |
| 10Y | -11.0% | +308.2% | -319.1% | -90.4% |
| All | +39.7% | +832.9% | -793.2% | -95.2% |
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