-3.8%
LVS vs WAT
+166.5%
-170.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -4.3% | -2.9% | -1.4% | -3.2% |
| 30D | -6.8% | -3.2% | -3.6% | -5.7% |
| 3M | -15.6% | +10.6% | -26.2% | -19.3% |
| 6M | -20.6% | +34.0% | -54.6% | -30.4% |
| YTD | -33.4% | +5.7% | -39.1% | -36.0% |
| 1Y | -20.1% | +37.1% | -57.2% | -31.6% |
| 3Y | -7.4% | +52.4% | -59.8% | -28.2% |
| 5Y | +8.5% | -4.4% | +12.9% | +2.3% |
| All | -3.8% | +166.5% | -170.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling