+44.9%
C vs LVS
-18.2%
+63.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.6% | -1.5% | +5.1% | +3.9% |
| 30D | +0.1% | -3.2% | +3.3% | +0.5% |
| 3M | +2.4% | -12.0% | +14.4% | +4.4% |
| 6M | +24.9% | -19.9% | +44.8% | +28.7% |
| YTD | +19.8% | -30.6% | +50.4% | +24.2% |
| 1Y | +44.9% | -17.7% | +62.6% | +47.4% |
| All | +44.9% | -18.2% | +63.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling