-11.3%
LVS vs ALL
+371.2%
-382.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.3% |
| 30D | +12.2% | +12.7% | -0.5% | +7.0% |
| 3M | -11.3% | +0.4% | -11.7% | -11.6% |
| 6M | -21.6% | +23.8% | -45.4% | -28.7% |
| YTD | -36.6% | +27.8% | -64.4% | -43.4% |
| 1Y | -38.4% | +28.9% | -67.3% | -45.3% |
| 3Y | -10.2% | +113.9% | -124.0% | -38.2% |
| 5Y | +9.4% | +157.4% | -148.0% | -35.1% |
| 10Y | -11.3% | +369.0% | -380.3% | -60.9% |
| All | -11.3% | +371.2% | -382.5% | -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