+6.4%
LVS vs SPYG
+85.2%
-78.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -3.5% | -0.9% | -2.6% | -2.8% |
| 30D | -6.2% | -1.5% | -4.7% | -5.2% |
| 3M | -14.8% | +3.7% | -18.6% | -17.8% |
| 6M | -20.9% | +16.4% | -37.3% | -30.7% |
| YTD | -33.0% | +13.3% | -46.4% | -40.1% |
| 1Y | -20.0% | +17.9% | -37.9% | -30.9% |
| 3Y | -6.9% | +98.3% | -105.3% | -50.3% |
| All | +6.4% | +85.2% | -78.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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