+198.7%
B vs LVS
-6.1%
+204.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +1.4% | -3.9% | +5.3% | +2.0% |
| 3M | +12.2% | -12.9% | +25.0% | +14.5% |
| 6M | -2.1% | -16.9% | +14.8% | +0.5% |
| YTD | +2.9% | -31.2% | +34.2% | +8.4% |
| 1Y | +55.3% | -16.4% | +71.7% | +59.2% |
| 3Y | +198.7% | -4.4% | +203.1% | +196.2% |
| All | +198.7% | -6.1% | +204.7% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling