+168.9%
B vs LVS
+69.2%
+99.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | +9.4% | -3.2% | +12.7% | +9.7% |
| 3M | +5.0% | -12.0% | +17.0% | +6.1% |
| 6M | -3.5% | -19.9% | +16.4% | -1.8% |
| YTD | +4.5% | -30.6% | +35.1% | +7.5% |
| 1Y | +67.8% | -17.7% | +85.5% | +70.0% |
| 3Y | +196.7% | -14.2% | +210.9% | +197.1% |
| 5Y | +151.9% | +9.6% | +142.3% | +143.2% |
| 10Y | +202.2% | +5.7% | +196.5% | +182.6% |
| All | +168.9% | +69.2% | +99.7% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling