-3.3%
LVS vs AFL
+303.3%
-306.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -3.5% | -1.6% | -1.8% | -2.5% |
| 30D | -6.2% | -4.0% | -2.2% | -4.1% |
| 3M | -14.8% | -0.5% | -14.3% | -14.8% |
| 6M | -20.9% | +6.5% | -27.4% | -24.3% |
| YTD | -33.0% | +6.2% | -39.2% | -36.0% |
| 1Y | -20.0% | +8.3% | -28.3% | -24.7% |
| 3Y | -6.9% | +62.5% | -69.5% | -33.3% |
| 5Y | +9.1% | +136.2% | -127.1% | -38.9% |
| All | -3.3% | +303.3% | -306.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling