+52.3%
LVS vs A
+947.3%
-895.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | -1.5% | -1.9% | +0.4% | -0.2% |
| 30D | -3.2% | +6.9% | -10.1% | -7.7% |
| 3M | -12.0% | +9.2% | -21.2% | -17.8% |
| 6M | -19.9% | +25.7% | -45.6% | -32.9% |
| YTD | -30.6% | +11.5% | -42.2% | -37.5% |
| 1Y | -17.7% | +18.4% | -36.1% | -29.6% |
| 3Y | -14.2% | +26.6% | -40.8% | -33.2% |
| 5Y | +9.6% | -12.8% | +22.4% | +6.2% |
| 10Y | +5.7% | +247.2% | -241.5% | -65.9% |
| All | +52.3% | +947.3% | -895.0% | -81.8% |
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 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