-31.8%
LVS vs VIK
+55.4%
-87.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.2% | +0.3% | +5.4% |
| 7D | +13.4% | +5.4% | +8.0% | +12.3% |
| 30D | +12.2% | +12.5% | -0.3% | +10.0% |
| 3M | -10.7% | -15.2% | +4.5% | -9.2% |
| 6M | -19.8% | +15.4% | -35.2% | -22.9% |
| YTD | -35.8% | +27.7% | -63.5% | -38.6% |
| 1Y | -31.8% | +59.7% | -91.5% | -37.8% |
| All | -31.8% | +55.4% | -87.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling