-18.8%
LVS vs AA
+63.4%
-82.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | -4.7% | -1.6% | -3.1% | -4.6% |
| 3M | -15.6% | -29.8% | +14.2% | -12.0% |
| 6M | -18.6% | -16.6% | -2.0% | -18.2% |
| YTD | -32.3% | -4.0% | -28.2% | -34.5% |
| All | -18.8% | +63.4% | -82.1% | -33.5% |
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