-9.9%
LVS vs AA
+73.1%
-83.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +12.2% | -1.3% | +13.5% | +12.3% |
| 3M | -11.3% | -23.9% | +12.6% | -6.7% |
| 6M | -21.6% | -36.8% | +15.2% | -15.3% |
| YTD | -36.6% | -22.2% | -14.4% | -35.9% |
| 1Y | -38.4% | +10.4% | -48.7% | -43.5% |
| All | -9.9% | +73.1% | -83.0% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling