+3.8%
EXC vs LVS
-19.7%
+23.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.8% |
| 7D | -1.6% | -4.3% | +2.7% | -1.9% |
| 30D | -2.4% | -6.8% | +4.4% | -2.7% |
| 3M | -4.0% | -15.6% | +11.7% | -5.0% |
| 6M | -9.8% | -20.6% | +10.8% | -11.0% |
| YTD | +2.3% | -33.4% | +35.7% | +0.9% |
| 1Y | +3.8% | -20.1% | +24.0% | +3.0% |
| All | +3.8% | -19.7% | +23.5% | +3.0% |
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