+10.4%
LVS vs SRE
+48.7%
-38.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -2.7% | +1.5% | -4.2% | -3.1% |
| 30D | -4.7% | +0.8% | -5.5% | -5.1% |
| 3M | -15.6% | -5.8% | -9.8% | -14.4% |
| 6M | -18.6% | -7.8% | -10.8% | -17.3% |
| YTD | -32.3% | -2.4% | -29.9% | -32.5% |
| 1Y | -18.0% | +8.9% | -26.9% | -21.4% |
| 3Y | -5.8% | +31.1% | -36.9% | -16.8% |
| All | +10.4% | +48.7% | -38.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling