+50.9%
LVS vs WY
+93.3%
-42.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | +0.1% |
| 7D | +0.3% | -2.1% | +2.4% | +1.8% |
| 30D | -3.9% | -10.5% | +6.6% | +3.9% |
| 3M | -12.9% | -4.9% | -8.0% | -10.9% |
| 6M | -16.9% | -4.9% | -12.0% | -15.9% |
| YTD | -31.2% | -1.7% | -29.6% | -32.7% |
| 1Y | -16.4% | -9.4% | -7.0% | -13.8% |
| 3Y | -4.4% | -22.3% | +17.9% | +6.8% |
| 5Y | +6.7% | -20.5% | +27.2% | +13.2% |
| 10Y | +1.4% | +4.9% | -3.5% | -29.4% |
| All | +50.9% | +93.3% | -42.4% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling