-9.5%
LVS vs ALL
+377.9%
-387.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -0.8% | +5.0% | -5.9% | -2.8% |
| 30D | +10.0% | +13.3% | -3.3% | +4.6% |
| 3M | -11.0% | +3.2% | -14.2% | -12.3% |
| 6M | -20.1% | +25.3% | -45.5% | -27.7% |
| YTD | -36.3% | +30.5% | -66.8% | -43.7% |
| 1Y | -36.8% | +29.2% | -66.0% | -43.9% |
| 3Y | -9.5% | +119.1% | -128.7% | -38.4% |
| 5Y | +9.3% | +162.6% | -153.3% | -35.7% |
| All | -9.5% | +377.9% | -387.4% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling