+5.7%
LVS vs A
-16.2%
+22.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.9% |
| 7D | -2.7% | -4.4% | +1.7% | -1.0% |
| 30D | -4.7% | -2.7% | -2.0% | -3.8% |
| 3M | -15.6% | +7.0% | -22.6% | -18.3% |
| 6M | -18.6% | +24.6% | -43.3% | -26.8% |
| YTD | -32.3% | +7.0% | -39.3% | -35.1% |
| 1Y | -18.0% | +15.6% | -33.6% | -24.6% |
| 3Y | -5.8% | +29.9% | -35.8% | -20.6% |
| 5Y | +5.7% | -15.4% | +21.1% | -10.3% |
| All | +5.7% | -16.2% | +22.0% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling