+56.5%
SAP vs LVS
-6.1%
+62.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +2.6% | -3.9% | +6.5% | +3.6% |
| 3M | +16.3% | -12.9% | +29.1% | +20.6% |
| 6M | +6.4% | -16.9% | +23.3% | +11.8% |
| YTD | -11.4% | -31.2% | +19.8% | -2.7% |
| 1Y | -20.4% | -16.4% | -4.0% | -16.2% |
| 3Y | +56.5% | -4.4% | +60.9% | +49.6% |
| All | +56.5% | -6.1% | +62.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling