+48.7%
LVS vs WTW
+363.8%
-315.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | +0.8% |
| 7D | -2.7% | -7.1% | +4.4% | +2.0% |
| 30D | -4.7% | -8.5% | +3.9% | +0.9% |
| 3M | -15.6% | +20.6% | -36.1% | -25.9% |
| 6M | -18.6% | +7.2% | -25.8% | -23.9% |
| YTD | -32.3% | -3.9% | -28.4% | -32.8% |
| 1Y | -18.0% | -3.6% | -14.4% | -19.2% |
| 3Y | -5.8% | +60.7% | -66.5% | -37.3% |
| 5Y | +5.7% | +42.2% | -36.4% | -24.2% |
| 10Y | 0.0% | +195.5% | -195.4% | -63.3% |
| All | +48.7% | +363.8% | -315.1% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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