-15.6%
SPCX vs LVS
-18.1%
+2.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.5% | -10.3% | -2.1% |
| 7D | -6.4% | +13.4% | -19.8% | -3.4% |
| 30D | -20.6% | +12.2% | -32.7% | -18.0% |
| 3M | +8.4% | -10.7% | +19.2% | +4.5% |
| All | -15.6% | -18.1% | +2.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling