+5.7%
LVS vs ALL
+115.1%
-109.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.3% |
| 30D | -4.7% | -5.6% | +0.9% | -3.6% |
| 3M | -15.6% | +17.2% | -32.8% | -18.5% |
| 6M | -18.6% | +23.2% | -41.9% | -22.5% |
| YTD | -32.3% | +23.6% | -55.9% | -35.6% |
| 1Y | -18.0% | +29.2% | -47.2% | -23.0% |
| 3Y | -5.8% | +153.8% | -159.7% | -25.4% |
| 5Y | +5.7% | +116.1% | -110.3% | -13.9% |
| All | +5.7% | +115.1% | -109.4% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling