+3.7%
LVS vs ALM
+3,525.2%
-3,521.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.4% |
| 7D | -1.3% | -7.2% | +5.9% | -1.2% |
| 30D | +12.2% | -26.4% | +38.6% | +12.3% |
| 3M | -11.3% | -38.6% | +27.3% | -11.2% |
| 6M | -21.6% | -61.0% | +39.4% | -21.5% |
| YTD | -36.6% | -7.4% | -29.2% | -36.6% |
| 1Y | -38.4% | +14.0% | -52.4% | -38.4% |
| 3Y | -10.2% | +844.4% | -854.6% | -10.7% |
| 5Y | +9.4% | +410.8% | -401.4% | +8.8% |
| 10Y | -11.3% | +2,084.7% | -2,096.1% | -12.2% |
| All | +3.7% | +3,525.2% | -3,521.5% | +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 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