-31.8%
LVS vs ALL
+42.7%
-74.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.6% | +6.1% |
| 7D | +13.4% | +7.5% | +5.9% | +12.5% |
| 30D | +12.2% | +19.7% | -7.5% | +10.4% |
| 3M | -10.7% | +2.9% | -13.7% | -11.3% |
| 6M | -19.8% | +23.5% | -43.4% | -20.5% |
| YTD | -35.8% | +31.1% | -66.9% | -37.1% |
| 1Y | -31.8% | +40.5% | -72.3% | -34.4% |
| All | -31.8% | +42.7% | -74.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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