+831.5%
SPY vs LVS
+55.3%
+776.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -2.0% | +10.0% | -12.0% | -3.5% |
| 3M | -2.8% | -11.0% | +8.3% | -1.2% |
| 6M | +2.1% | -20.1% | +22.3% | +5.5% |
| YTD | +11.5% | -36.3% | +47.8% | +18.8% |
| 1Y | +13.5% | -36.8% | +50.3% | +21.0% |
| 3Y | +77.7% | -9.5% | +87.2% | +76.4% |
| 5Y | +72.6% | +9.3% | +63.3% | +62.3% |
| 10Y | +308.2% | -11.0% | +319.1% | +284.2% |
| All | +831.5% | +55.3% | +776.2% | +610.8% |
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 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