+627.8%
SAP vs LVS
+54.7%
+573.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | +7.5% | +12.2% | -4.7% | +5.3% |
| 3M | +11.6% | -11.3% | +22.9% | +13.7% |
| 6M | +37.6% | -21.6% | +59.2% | +43.2% |
| YTD | -2.0% | -36.6% | +34.6% | +5.8% |
| 1Y | -6.4% | -38.4% | +32.0% | +1.4% |
| 3Y | +67.7% | -10.2% | +77.9% | +67.8% |
| 5Y | +75.7% | +9.4% | +66.3% | +66.2% |
| 10Y | +229.3% | -11.3% | +240.6% | +212.0% |
| All | +627.8% | +54.7% | +573.1% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling