+36.1%
LVS vs ALL
+790.8%
-754.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -3.3% |
| 7D | -3.9% | 0.0% | -3.9% | -4.0% |
| 30D | +7.1% | +12.8% | -5.8% | -1.2% |
| 3M | -13.2% | +4.7% | -17.9% | -16.2% |
| 6M | -22.8% | +24.9% | -47.8% | -34.5% |
| YTD | -38.0% | +30.0% | -68.0% | -49.3% |
| 1Y | -39.5% | +29.9% | -69.4% | -50.6% |
| 3Y | -12.2% | +117.5% | -129.7% | -51.9% |
| 5Y | +6.4% | +161.7% | -155.3% | -52.5% |
| 10Y | -13.3% | +377.1% | -390.4% | -77.1% |
| All | +36.1% | +790.8% | -754.7% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling