-3.3%
LVS vs SRE
+122.3%
-125.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -3.5% | -0.8% | -2.6% | -3.2% |
| 30D | -6.2% | -3.0% | -3.2% | -5.4% |
| 3M | -14.8% | -8.3% | -6.5% | -12.3% |
| 6M | -20.9% | -8.9% | -11.9% | -18.7% |
| YTD | -33.0% | -4.3% | -28.8% | -32.7% |
| 1Y | -20.0% | +2.7% | -22.8% | -22.1% |
| 3Y | -6.9% | +28.7% | -35.6% | -19.5% |
| 5Y | +9.1% | +47.1% | -38.1% | -12.9% |
| All | -3.3% | +122.3% | -125.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling