+52.3%
LVS vs ALL
+767.0%
-714.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -3.2% | -1.5% | -1.7% | -2.6% |
| 3M | -12.0% | +23.6% | -35.6% | -24.2% |
| 6M | -19.9% | +22.3% | -42.2% | -31.0% |
| YTD | -30.6% | +26.5% | -57.2% | -42.0% |
| 1Y | -17.7% | +27.0% | -44.8% | -31.8% |
| 3Y | -14.2% | +149.6% | -163.8% | -57.4% |
| 5Y | +9.6% | +118.1% | -108.5% | -44.1% |
| 10Y | +5.7% | +369.0% | -363.3% | -71.7% |
| All | +52.3% | +767.0% | -714.7% | -73.3% |
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