+5.0%
LVS vs ALM
+410.2%
-405.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.5% |
| 7D | -0.8% | +1.2% | -2.1% | -0.9% |
| 30D | +10.0% | -19.3% | +29.3% | +10.5% |
| 3M | -11.0% | -40.6% | +29.6% | -10.0% |
| 6M | -20.1% | -57.9% | +37.8% | -18.6% |
| YTD | -36.3% | -6.7% | -29.6% | -36.4% |
| 1Y | -36.8% | +20.2% | -57.0% | -37.2% |
| 3Y | -9.5% | +879.4% | -889.0% | -15.0% |
| All | +5.0% | +410.2% | -405.3% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling