-9.5%
LVS vs ABCL
+185.8%
-195.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -0.8% | -3.3% | +2.4% | -0.7% |
| 30D | +10.0% | -7.1% | +17.1% | +10.2% |
| 3M | -11.0% | +4.7% | -15.8% | -11.8% |
| 6M | -20.1% | +140.9% | -161.0% | -26.4% |
| YTD | -36.3% | +236.0% | -272.3% | -43.7% |
| 1Y | -36.8% | +217.4% | -254.2% | -43.9% |
| 3Y | -9.5% | +188.7% | -198.2% | -23.5% |
| All | -9.5% | +185.8% | -195.4% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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