-22.3%
SYK vs LVS
-18.2%
-4.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.3% | -1.5% | -6.8% | -8.2% |
| 30D | -10.1% | -3.2% | -6.8% | -9.7% |
| 3M | +0.9% | -12.0% | +12.9% | +1.6% |
| 6M | -20.2% | -19.9% | -0.3% | -19.4% |
| YTD | -13.3% | -30.6% | +17.3% | -12.3% |
| 1Y | -22.3% | -17.7% | -4.6% | -21.8% |
| All | -22.3% | -18.2% | -4.2% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling