+48.7%
LVS vs AFL
+840.3%
-791.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -2.7% | -2.1% | -0.6% | -1.4% |
| 30D | -4.7% | -5.4% | +0.7% | -1.4% |
| 3M | -15.6% | -0.3% | -15.3% | -15.7% |
| 6M | -18.6% | +5.2% | -23.8% | -21.9% |
| YTD | -32.3% | +5.7% | -37.9% | -35.4% |
| 1Y | -18.0% | +10.2% | -28.2% | -24.2% |
| 3Y | -5.8% | +63.4% | -69.3% | -34.2% |
| 5Y | +5.7% | +133.0% | -127.3% | -41.7% |
| 10Y | 0.0% | +299.5% | -299.5% | -63.3% |
| All | +48.7% | +840.3% | -791.6% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling