+47.6%
F vs LVS
-8.9%
+56.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | -1.5% | +6.8% | +5.8% |
| 30D | +4.6% | -3.2% | +7.8% | +5.6% |
| 3M | -3.7% | -12.0% | +8.3% | -0.1% |
| 6M | +16.8% | -19.9% | +36.7% | +24.2% |
| YTD | +15.3% | -30.6% | +45.9% | +27.4% |
| 1Y | +31.0% | -17.7% | +48.8% | +35.9% |
| All | +47.6% | -8.9% | +56.5% | +36.0% |
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 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