-26.3%
LOW vs LVS
-19.9%
-6.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.7% | -3.5% | -0.3% | -3.3% |
| 30D | -8.9% | -6.2% | -2.6% | -8.1% |
| 3M | -10.4% | -14.8% | +4.4% | -8.8% |
| 6M | -19.4% | -20.9% | +1.5% | -17.4% |
| YTD | -17.1% | -33.0% | +15.9% | -14.7% |
| 1Y | -26.3% | -20.0% | -6.2% | -25.2% |
| All | -26.3% | -19.9% | -6.4% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling