+52.3%
LVS vs STT
+548.2%
-496.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -3.2% | +3.9% | -7.1% | -5.3% |
| 3M | -12.0% | +20.0% | -31.9% | -20.7% |
| 6M | -19.9% | +55.3% | -75.2% | -37.2% |
| YTD | -30.6% | +53.3% | -84.0% | -45.6% |
| 1Y | -17.7% | +74.7% | -92.4% | -40.0% |
| 3Y | -14.2% | +205.8% | -220.0% | -54.3% |
| 5Y | +9.6% | +145.0% | -135.4% | -37.1% |
| 10Y | +5.7% | +266.0% | -260.3% | -54.2% |
| All | +52.3% | +548.2% | -496.0% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling