+6.4%
LVS vs WY
-22.2%
+28.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -3.5% | -4.2% | +0.7% | -1.6% |
| 30D | -6.2% | -10.1% | +3.8% | -1.7% |
| 3M | -14.8% | -8.5% | -6.3% | -12.0% |
| 6M | -20.9% | -3.3% | -17.5% | -20.8% |
| YTD | -33.0% | -4.4% | -28.6% | -33.1% |
| 1Y | -20.0% | -11.5% | -8.5% | -17.0% |
| 3Y | -6.9% | -24.3% | +17.4% | +2.8% |
| All | +6.4% | -22.2% | +28.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling