0.0%
LVS vs STT
+262.1%
-262.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | -4.7% | +2.8% | -7.5% | -6.2% |
| 3M | -15.6% | +18.1% | -33.7% | -23.3% |
| 6M | -18.6% | +59.2% | -77.9% | -37.1% |
| YTD | -32.3% | +51.5% | -83.7% | -46.6% |
| 1Y | -18.0% | +75.7% | -93.7% | -40.6% |
| 3Y | -5.8% | +200.8% | -206.6% | -49.9% |
| 5Y | +5.7% | +155.8% | -150.0% | -41.2% |
| 10Y | 0.0% | +266.4% | -266.3% | -55.1% |
| All | 0.0% | +262.1% | -262.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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