+179.0%
SAP vs LVS
+0.3%
+178.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.3% | -2.7% | +2.5% | +0.5% |
| 30D | +0.3% | -4.7% | +5.0% | +1.5% |
| 3M | +16.9% | -15.6% | +32.5% | +22.1% |
| 6M | +6.3% | -18.6% | +25.0% | +12.1% |
| YTD | -12.4% | -32.3% | +19.9% | -3.2% |
| 1Y | -21.6% | -18.0% | -3.6% | -17.8% |
| 3Y | +54.8% | -5.8% | +60.6% | +52.6% |
| 5Y | +56.2% | +5.7% | +50.4% | +42.7% |
| 10Y | +179.0% | 0.0% | +179.0% | +145.4% |
| All | +179.0% | +0.3% | +178.8% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling