+21.3%
EXC vs LVS
-6.1%
+27.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | -2.7% | -3.9% | +1.2% | -2.6% |
| 3M | -1.0% | -12.9% | +11.9% | -0.6% |
| 6M | -9.3% | -16.9% | +7.7% | -8.9% |
| YTD | +3.6% | -31.2% | +34.9% | +5.0% |
| 1Y | +5.9% | -16.4% | +22.3% | +6.0% |
| 3Y | +21.3% | -4.4% | +25.7% | +18.9% |
| All | +21.3% | -6.1% | +27.4% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling