+5.1%
SPGI vs LVS
+4.5%
+0.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +5.4% | -3.9% | +9.3% | +6.0% |
| 3M | +9.0% | -12.9% | +21.9% | +11.3% |
| 6M | +0.8% | -16.9% | +17.7% | +3.6% |
| YTD | -12.6% | -31.2% | +18.7% | -7.7% |
| 1Y | -16.1% | -16.4% | +0.3% | -14.6% |
| 3Y | +19.0% | -4.4% | +23.4% | +15.7% |
| 5Y | +5.1% | +6.7% | -1.6% | -3.6% |
| All | +5.1% | +4.5% | +0.5% | -3.6% |
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 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