-32.9%
LVS vs WYNN
-34.2%
+1.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +2.7% |
| 7D | +11.4% | +6.9% | +4.5% | +6.9% |
| 30D | +13.6% | +3.5% | +10.1% | +11.1% |
| 3M | -10.0% | -21.4% | +11.4% | +3.2% |
| 6M | -20.6% | -25.0% | +4.4% | -6.6% |
| YTD | -35.5% | -33.6% | -1.9% | -19.0% |
| 1Y | -32.9% | -36.0% | +3.2% | -14.1% |
| All | -32.9% | -34.2% | +1.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling