+48.7%
LVS vs SU
+607.9%
-559.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -2.4% |
| 7D | -2.7% | +1.6% | -4.3% | -3.5% |
| 30D | -4.7% | +10.7% | -15.4% | -9.9% |
| 3M | -15.6% | +13.5% | -29.1% | -21.8% |
| 6M | -18.6% | +21.8% | -40.5% | -28.5% |
| YTD | -32.3% | +58.8% | -91.1% | -48.7% |
| 1Y | -18.0% | +72.0% | -90.1% | -40.8% |
| 3Y | -5.8% | +121.7% | -127.6% | -43.1% |
| 5Y | +5.7% | +350.4% | -344.7% | -60.5% |
| 10Y | 0.0% | +264.7% | -264.7% | -64.4% |
| All | +48.7% | +607.9% | -559.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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