+8.5%
IR vs LVS
-6.1%
+14.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -13.6% | -3.9% | -9.7% | -12.6% |
| 3M | +3.7% | -12.9% | +16.5% | +7.9% |
| 6M | -13.1% | -16.9% | +3.9% | -8.4% |
| YTD | -5.1% | -31.2% | +26.1% | +5.7% |
| 1Y | -6.5% | -16.4% | +9.9% | -3.7% |
| 3Y | +8.5% | -4.4% | +12.9% | -1.5% |
| All | +8.5% | -6.1% | +14.6% | -1.5% |
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 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