-31.8%
LVS vs AA
+13.9%
-45.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +6.3% |
| 7D | +13.4% | +0.9% | +12.5% | +13.3% |
| 30D | +12.2% | -6.4% | +18.6% | +12.6% |
| 3M | -10.7% | -13.0% | +2.2% | -10.1% |
| 6M | -19.8% | -34.6% | +14.8% | -18.4% |
| YTD | -35.8% | -23.0% | -12.8% | -35.6% |
| 1Y | -31.8% | +16.0% | -47.8% | -33.8% |
| All | -31.8% | +13.9% | -45.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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