+41.2%
LVS vs ALL
+772.2%
-730.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | -0.3% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +13.8% | +13.8% | 0.0% | +4.4% |
| 3M | -9.5% | -2.8% | -6.7% | -8.4% |
| 6M | -22.0% | +23.7% | -45.7% | -33.4% |
| YTD | -35.7% | +27.3% | -62.9% | -46.6% |
| 1Y | -36.7% | +30.5% | -67.2% | -48.5% |
| 3Y | -8.8% | +113.0% | -121.8% | -49.4% |
| 5Y | +9.5% | +157.6% | -148.0% | -50.7% |
| 10Y | -10.9% | +368.4% | -379.3% | -76.1% |
| All | +41.2% | +772.2% | -730.9% | -75.5% |
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