+37.3%
IR vs LVS
+5.2%
+32.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.6% |
| 7D | -1.9% | -2.7% | +0.8% | -1.1% |
| 30D | -15.0% | -4.7% | -10.4% | -13.9% |
| 3M | -0.4% | -15.6% | +15.1% | +4.2% |
| 6M | -15.0% | -18.6% | +3.6% | -10.4% |
| YTD | -7.1% | -32.3% | +25.2% | +2.7% |
| 1Y | -7.5% | -18.0% | +10.5% | -4.1% |
| 3Y | +6.3% | -5.8% | +12.1% | +3.0% |
| 5Y | +37.3% | +5.7% | +31.6% | +23.2% |
| All | +37.3% | +5.2% | +32.1% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling