+274.5%
IR vs LVS
-9.4%
+283.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -3.1% | -4.3% | +1.2% | -1.5% |
| 30D | -14.0% | -6.8% | -7.2% | -11.9% |
| 3M | +3.7% | -15.6% | +19.4% | +9.9% |
| 6M | -15.4% | -20.6% | +5.2% | -8.7% |
| YTD | -7.7% | -33.4% | +25.7% | +5.5% |
| 1Y | -8.8% | -20.1% | +11.3% | -3.5% |
| 3Y | +5.6% | -7.4% | +13.0% | +2.7% |
| 5Y | +34.3% | +8.5% | +25.8% | +14.4% |
| All | +274.5% | -9.4% | +283.9% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling