+1,531.3%
SPGI vs LVS
+54.7%
+1,476.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +15.3% | +12.2% | +3.1% | +12.8% |
| 3M | +16.5% | -11.3% | +27.8% | +18.9% |
| 6M | +19.8% | -21.6% | +41.4% | +24.9% |
| YTD | -3.2% | -36.6% | +33.4% | +4.3% |
| 1Y | +1.8% | -38.4% | +40.2% | +10.2% |
| 3Y | +30.6% | -10.2% | +40.8% | +29.5% |
| 5Y | +16.0% | +9.4% | +6.6% | +7.5% |
| 10Y | +338.6% | -11.3% | +349.9% | +305.6% |
| All | +1,531.3% | +54.7% | +1,476.6% | +1,016.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling