+199.9%
B vs LVS
-0.5%
+200.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | -5.0% | -4.3% | -0.7% | -4.8% |
| 30D | +8.7% | -6.8% | +15.5% | +9.2% |
| 3M | +17.3% | -15.6% | +32.9% | +18.5% |
| 6M | -5.0% | -20.6% | +15.6% | -3.8% |
| YTD | +1.4% | -33.4% | +34.9% | +3.8% |
| 1Y | +50.5% | -20.1% | +70.6% | +52.4% |
| 3Y | +194.4% | -7.4% | +201.8% | +193.7% |
| 5Y | +156.7% | +8.5% | +148.2% | +154.6% |
| All | +199.9% | -0.5% | +200.4% | +177.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling