-18.8%
LVS vs A
+15.9%
-34.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.2% |
| 7D | -2.7% | -4.4% | +1.7% | -1.9% |
| 30D | -4.7% | -2.7% | -2.0% | -4.3% |
| 3M | -15.6% | +7.0% | -22.6% | -17.0% |
| 6M | -18.6% | +24.6% | -43.3% | -22.7% |
| YTD | -32.3% | +7.0% | -39.3% | -34.5% |
| All | -18.8% | +15.9% | -34.6% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling