+207.7%
B vs LVS
+1.2%
+206.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.0% | -2.7% | +3.8% | +1.2% |
| 30D | +9.5% | -4.7% | +14.2% | +9.8% |
| 3M | +14.3% | -15.6% | +29.9% | +15.5% |
| 6M | -1.9% | -18.6% | +16.8% | -0.7% |
| YTD | +4.1% | -32.3% | +36.3% | +6.3% |
| 1Y | +56.1% | -18.0% | +74.1% | +57.8% |
| 3Y | +202.0% | -5.8% | +207.8% | +201.0% |
| 5Y | +158.8% | +5.7% | +153.1% | +156.5% |
| All | +207.7% | +1.2% | +206.5% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling