+6.7%
LVS vs STT
+150.3%
-143.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | -3.9% | +3.9% | -7.8% | -5.7% |
| 3M | -12.9% | +19.2% | -32.0% | -20.3% |
| 6M | -16.9% | +60.4% | -77.3% | -34.2% |
| YTD | -31.2% | +51.5% | -82.7% | -44.3% |
| 1Y | -16.4% | +76.3% | -92.7% | -37.4% |
| 3Y | -4.4% | +200.7% | -205.2% | -45.4% |
| 5Y | +6.7% | +157.5% | -150.8% | -40.2% |
| All | +6.7% | +150.3% | -143.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling