-19.9%
SYK vs LVS
-20.3%
+0.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | -9.1% | -3.5% | -5.6% | -8.0% |
| 30D | -20.6% | -6.2% | -14.4% | -19.0% |
| 3M | -9.6% | -14.8% | +5.2% | -6.9% |
| 6M | -19.9% | -20.9% | +1.0% | -17.0% |
| All | -19.9% | -20.3% | +0.5% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling