+1.4%
LVS vs ALM
+3,289.7%
-3,288.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.2% |
| 7D | -3.9% | -4.0% | +0.1% | -3.9% |
| 30D | +7.1% | -30.5% | +37.6% | +7.1% |
| 3M | -13.2% | -46.9% | +33.7% | -13.1% |
| 6M | -22.8% | -65.5% | +42.7% | -22.6% |
| YTD | -38.0% | -13.4% | -24.6% | -38.0% |
| 1Y | -39.5% | +9.8% | -49.2% | -39.5% |
| 3Y | -12.2% | +783.1% | -795.3% | -12.7% |
| 5Y | +6.4% | +378.3% | -371.9% | +5.8% |
| 10Y | -13.3% | +1,942.8% | -1,956.1% | -14.1% |
| All | +1.4% | +3,289.7% | -3,288.3% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling