+52.3%
LVS vs WAT
+767.3%
-715.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.5% | -1.3% | -0.2% | -0.8% |
| 30D | -3.2% | +2.3% | -5.6% | -4.6% |
| 3M | -12.0% | +8.7% | -20.7% | -16.6% |
| 6M | -19.9% | +28.3% | -48.2% | -31.7% |
| YTD | -30.6% | +7.8% | -38.4% | -35.4% |
| 1Y | -17.7% | +36.6% | -54.3% | -33.7% |
| 3Y | -14.2% | +45.7% | -59.9% | -38.3% |
| 5Y | +9.6% | -3.3% | +12.9% | -2.8% |
| 10Y | +5.7% | +162.1% | -156.4% | -54.9% |
| All | +52.3% | +767.3% | -715.1% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling