+39.7%
LVS vs A
+1,109.5%
-1,069.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.3% |
| 7D | -0.8% | -0.5% | -0.4% | -0.6% |
| 30D | +10.0% | 0.0% | +10.0% | +9.6% |
| 3M | -11.0% | +16.7% | -27.7% | -20.5% |
| 6M | -20.1% | +54.8% | -75.0% | -42.2% |
| YTD | -36.3% | +28.8% | -65.1% | -48.3% |
| 1Y | -36.8% | +19.3% | -56.2% | -46.1% |
| 3Y | -9.5% | +65.5% | -75.1% | -41.4% |
| 5Y | +9.3% | +12.1% | -2.8% | -10.9% |
| 10Y | -11.0% | +305.4% | -316.3% | -74.1% |
| All | +39.7% | +1,109.5% | -1,069.7% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling