-2.2%
LVS vs A
+251.1%
-253.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -0.6% |
| 30D | -4.7% | -2.7% | -2.0% | -3.6% |
| 3M | -15.6% | +7.0% | -22.6% | -18.8% |
| 6M | -18.6% | +24.6% | -43.3% | -28.1% |
| YTD | -32.3% | +7.0% | -39.3% | -35.7% |
| 1Y | -18.0% | +15.6% | -33.6% | -25.7% |
| 3Y | -5.8% | +29.9% | -35.8% | -22.4% |
| 5Y | +5.7% | -15.4% | +21.1% | +6.7% |
| All | -2.2% | +251.1% | -253.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling