+74.6%
SAP vs LVS
+7.4%
+67.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | +1.5% | +6.7% | -5.2% | -0.1% |
| 30D | +8.8% | +13.8% | -5.0% | +5.3% |
| 3M | +12.1% | -9.5% | +21.6% | +14.6% |
| 6M | +34.6% | -22.0% | +56.6% | +42.7% |
| YTD | -2.1% | -35.7% | +33.6% | +8.6% |
| 1Y | -5.5% | -36.7% | +31.1% | +5.0% |
| 3Y | +67.4% | -8.8% | +76.3% | +66.9% |
| 5Y | +74.6% | +9.5% | +65.0% | +63.5% |
| All | +74.6% | +7.4% | +67.2% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling