+39.2%
LVS vs STT
+484.3%
-445.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.7% |
| 30D | +12.2% | -0.4% | +12.6% | +12.2% |
| 3M | -11.3% | -6.5% | -4.8% | -8.4% |
| 6M | -21.6% | +17.2% | -38.8% | -28.7% |
| YTD | -36.6% | +38.2% | -74.8% | -47.6% |
| 1Y | -38.4% | +49.3% | -87.7% | -51.2% |
| 3Y | -10.2% | +181.9% | -192.1% | -50.1% |
| 5Y | +9.4% | +106.9% | -97.5% | -31.2% |
| 10Y | -11.3% | +203.1% | -214.4% | -57.5% |
| All | +39.2% | +484.3% | -445.1% | -62.1% |
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 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