-15.7%
SHOP vs LVS
+5.2%
-20.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.6% |
| 7D | -10.6% | -2.7% | -7.9% | -9.2% |
| 30D | -18.3% | -4.7% | -13.6% | -16.1% |
| 3M | +14.8% | -15.6% | +30.4% | +26.0% |
| 6M | -5.0% | -18.6% | +13.6% | +6.3% |
| YTD | -21.2% | -32.3% | +11.0% | -3.6% |
| 1Y | -11.6% | -18.0% | +6.4% | -5.2% |
| 3Y | +101.2% | -5.8% | +107.1% | +86.7% |
| 5Y | -15.7% | +5.7% | -21.4% | -34.9% |
| All | -15.7% | +5.2% | -20.9% | -34.9% |
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