-20.0%
LVS vs WAB
+49.7%
-69.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -6.2% | -4.1% | -2.2% | -5.8% |
| 3M | -14.8% | +8.2% | -23.0% | -16.3% |
| 6M | -20.9% | +15.4% | -36.3% | -24.8% |
| YTD | -33.0% | +33.1% | -66.2% | -39.4% |
| 1Y | -20.0% | +48.1% | -68.1% | -30.3% |
| All | -20.0% | +49.7% | -69.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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