+282.6%
SPGI vs LVS
-0.5%
+283.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -8.9% | -4.3% | -4.6% | -8.0% |
| 30D | +0.6% | -6.8% | +7.5% | +2.2% |
| 3M | +2.0% | -15.6% | +17.6% | +5.8% |
| 6M | +0.1% | -20.6% | +20.7% | +5.0% |
| YTD | -16.4% | -33.4% | +17.0% | -9.3% |
| 1Y | -18.9% | -20.1% | +1.2% | -16.0% |
| 3Y | +13.8% | -7.4% | +21.2% | +11.0% |
| 5Y | +0.5% | +8.5% | -8.0% | -10.2% |
| All | +282.6% | -0.5% | +283.1% | +241.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling