-52.3%
C vs LVS
+69.2%
-121.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.6% | -1.5% | +5.1% | +4.2% |
| 30D | +0.1% | -3.2% | +3.3% | +1.1% |
| 3M | +2.4% | -12.0% | +14.4% | +6.7% |
| 6M | +24.9% | -19.9% | +44.8% | +34.1% |
| YTD | +19.8% | -30.6% | +50.4% | +34.3% |
| 1Y | +44.9% | -17.7% | +62.6% | +51.6% |
| 3Y | +263.0% | -14.2% | +277.2% | +263.7% |
| 5Y | +129.5% | +9.6% | +119.9% | +96.3% |
| 10Y | +291.6% | +5.7% | +285.9% | +232.3% |
| All | -52.3% | +69.2% | -121.6% | -74.4% |
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 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