-20.9%
LVS vs WYNN
-15.0%
-5.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.1% |
| 7D | -3.5% | -4.2% | +0.7% | -0.8% |
| 30D | -6.2% | -14.6% | +8.4% | +3.6% |
| 3M | -14.8% | -18.4% | +3.6% | -3.2% |
| 6M | -20.9% | -11.9% | -8.9% | -14.1% |
| All | -20.9% | -15.0% | -5.8% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling