+7.1%
LOW vs LVS
+5.3%
+1.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.6% | -2.7% | +2.1% | -0.2% |
| 30D | -9.3% | -4.7% | -4.6% | -8.6% |
| 3M | -8.1% | -15.6% | +7.5% | -5.6% |
| 6M | -19.8% | -18.6% | -1.1% | -17.2% |
| YTD | -16.4% | -32.3% | +15.9% | -11.5% |
| 1Y | -24.7% | -18.0% | -6.6% | -22.9% |
| 3Y | -8.8% | -5.8% | -3.0% | -10.6% |
| All | +7.1% | +5.3% | +1.8% | +1.0% |
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