+39.7%
LVS vs WAT
+875.1%
-835.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | +10.0% | +5.4% | +4.6% | +6.5% |
| 3M | -11.0% | +11.3% | -22.3% | -16.7% |
| 6M | -20.1% | +37.4% | -57.6% | -34.1% |
| YTD | -36.3% | +21.2% | -57.5% | -44.7% |
| 1Y | -36.8% | +21.3% | -58.2% | -45.3% |
| 3Y | -9.5% | +83.4% | -92.9% | -42.9% |
| 5Y | +9.3% | +29.0% | -19.7% | -18.3% |
| 10Y | -11.0% | +223.9% | -234.9% | -66.4% |
| All | +39.7% | +875.1% | -835.4% | -77.0% |
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