-5.9%
SAP vs LVS
-31.5%
+25.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +1.1% |
| 7D | +1.3% | +13.4% | -12.1% | -4.7% |
| 30D | +15.5% | +12.2% | +3.4% | +9.0% |
| 3M | +22.8% | -10.7% | +33.5% | +30.1% |
| 6M | +42.5% | -19.8% | +62.3% | +60.0% |
| YTD | +0.5% | -35.8% | +36.3% | +23.8% |
| 1Y | -5.9% | -31.8% | +25.9% | +14.5% |
| All | -5.9% | -31.5% | +25.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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