-4.4%
LVS vs ALM
+2,327.9%
-2,332.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.0% |
| 7D | +0.3% | +8.4% | -8.1% | +0.2% |
| 30D | -3.9% | +34.8% | -38.7% | -4.3% |
| 3M | -12.9% | +16.2% | -29.1% | -13.1% |
| 6M | -16.9% | +2.1% | -19.1% | -17.1% |
| YTD | -31.2% | +117.0% | -148.3% | -31.6% |
| 1Y | -16.4% | +313.9% | -330.3% | -16.4% |
| 3Y | -4.4% | +2,327.9% | -2,332.4% | +1.4% |
| All | -4.4% | +2,327.9% | -2,332.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling