-3.8%
LVS vs ALL
+361.5%
-365.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -4.3% | -4.3% | 0.0% | -2.6% |
| 30D | -6.8% | -3.6% | -3.2% | -5.5% |
| 3M | -15.6% | +13.2% | -28.8% | -20.0% |
| 6M | -20.6% | +22.5% | -43.1% | -27.4% |
| YTD | -33.4% | +22.7% | -56.1% | -39.4% |
| 1Y | -20.1% | +28.3% | -48.5% | -29.0% |
| 3Y | -7.4% | +152.0% | -159.5% | -41.1% |
| 5Y | +8.5% | +115.4% | -106.9% | -28.6% |
| All | -3.8% | +361.5% | -365.4% | -50.0% |
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