+47.0%
LVS vs WYNN
+142.9%
-95.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.2% |
| 7D | -3.5% | -4.2% | +0.7% | -0.1% |
| 30D | -6.2% | -14.6% | +8.4% | +6.6% |
| 3M | -14.8% | -18.4% | +3.6% | +0.2% |
| 6M | -20.9% | -11.9% | -8.9% | -13.0% |
| YTD | -33.0% | -26.6% | -6.5% | -15.3% |
| 1Y | -20.0% | -28.5% | +8.5% | +2.9% |
| 3Y | -6.9% | -5.1% | -1.8% | -8.8% |
| 5Y | +9.1% | -10.5% | +19.6% | +9.5% |
| 10Y | -1.1% | +0.3% | -1.4% | -39.7% |
| All | +47.0% | +142.9% | -95.9% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling