+892.4%
LOW vs LVS
+67.7%
+824.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -10.1% | -3.9% | -6.2% | -9.4% |
| 3M | -2.9% | -12.9% | +10.0% | -0.5% |
| 6M | -19.4% | -16.9% | -2.5% | -16.8% |
| YTD | -15.4% | -31.2% | +15.8% | -10.0% |
| 1Y | -24.9% | -16.4% | -8.5% | -23.2% |
| 3Y | -7.8% | -4.4% | -3.4% | -9.4% |
| 5Y | +8.4% | +6.7% | +1.7% | +0.5% |
| 10Y | +226.8% | +1.4% | +225.3% | +196.7% |
| All | +892.4% | +67.7% | +824.7% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling