+96.4%
SHOP vs LVS
-6.8%
+103.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.8% |
| 7D | -10.6% | -2.7% | -7.9% | -9.6% |
| 30D | -18.3% | -4.7% | -13.6% | -16.7% |
| 3M | +14.8% | -15.6% | +30.4% | +22.8% |
| 6M | -5.0% | -18.6% | +13.6% | +3.2% |
| YTD | -21.2% | -32.3% | +11.0% | -8.7% |
| 1Y | -11.6% | -18.0% | +6.4% | -7.1% |
| All | +96.4% | -6.8% | +103.2% | +71.6% |
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