+24.2%
IR vs LVS
-11.5%
+35.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +4.2% | -3.9% | +8.1% | +5.4% |
| 30D | +8.1% | +7.1% | +1.0% | +5.6% |
| 3M | +0.7% | -13.2% | +13.9% | +4.8% |
| 6M | +16.6% | -22.8% | +39.4% | +25.4% |
| YTD | +7.8% | -38.0% | +45.8% | +23.4% |
| 1Y | +9.9% | -39.5% | +49.4% | +26.9% |
| All | +24.2% | -11.5% | +35.7% | +16.1% |
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