+48.7%
LVS vs SPYG
+1,186.3%
-1,137.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -2.7% | +0.3% | -3.0% | -3.2% |
| 30D | -4.7% | -1.7% | -3.0% | -2.7% |
| 3M | -15.6% | +3.6% | -19.2% | -21.0% |
| 6M | -18.6% | +16.6% | -35.2% | -35.6% |
| YTD | -32.3% | +13.4% | -45.6% | -44.5% |
| 1Y | -18.0% | +19.6% | -37.6% | -38.1% |
| 3Y | -5.8% | +99.8% | -105.6% | -67.7% |
| 5Y | +5.7% | +85.0% | -79.2% | -61.0% |
| 10Y | 0.0% | +422.1% | -422.1% | -94.3% |
| All | +48.7% | +1,186.3% | -1,137.6% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling