+8.2%
EW vs LVS
-19.9%
+28.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -6.2% | -3.5% | -2.7% | -5.7% |
| 30D | -9.3% | -6.2% | -3.1% | -8.5% |
| 3M | -1.6% | -14.8% | +13.2% | +0.5% |
| 6M | -0.8% | -20.9% | +20.0% | +2.2% |
| YTD | -1.0% | -33.0% | +32.0% | +3.2% |
| 1Y | +8.2% | -20.0% | +28.2% | +11.1% |
| All | +8.2% | -19.9% | +28.1% | +11.1% |
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