+14.9%
SPGI vs LVS
+7.4%
+7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +1.6% | +6.7% | -5.1% | +0.4% |
| 30D | +16.1% | +13.8% | +2.3% | +13.5% |
| 3M | +15.5% | -9.5% | +24.9% | +17.3% |
| 6M | +19.6% | -22.0% | +41.7% | +24.5% |
| YTD | -3.6% | -35.7% | +32.1% | +3.1% |
| 1Y | +2.2% | -36.7% | +38.9% | +9.6% |
| 3Y | +30.1% | -8.8% | +39.0% | +27.2% |
| 5Y | +14.9% | +9.5% | +5.4% | +6.2% |
| All | +14.9% | +7.4% | +7.5% | +6.2% |
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