-57.6%
C vs LVS
+54.5%
-112.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +2.9% |
| 7D | -0.9% | +5.2% | -6.1% | -2.7% |
| 30D | -5.4% | +12.0% | -17.4% | -9.3% |
| 3M | -9.2% | -11.5% | +2.3% | -5.6% |
| 6M | -1.8% | -23.2% | +21.4% | +6.8% |
| YTD | +6.7% | -36.7% | +43.4% | +23.1% |
| 1Y | +23.5% | -36.8% | +60.3% | +42.5% |
| 3Y | +219.8% | -10.5% | +230.3% | +215.4% |
| 5Y | +112.4% | +5.1% | +107.3% | +85.1% |
| 10Y | +220.1% | -14.0% | +234.0% | +190.9% |
| All | -57.6% | +54.5% | -112.0% | -76.5% |
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