+5.3%
LVS vs AR
+71.8%
-66.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | +11.1% | -14.3% | +25.3% | +13.3% |
| 30D | +14.7% | +1.4% | +13.2% | +14.1% |
| 3M | -10.9% | +3.4% | -14.3% | -11.8% |
| 6M | -22.3% | -2.1% | -20.3% | -22.7% |
| YTD | -35.8% | +4.7% | -40.5% | -37.2% |
| 1Y | -33.5% | +10.6% | -44.0% | -35.7% |
| 3Y | -11.7% | +24.6% | -36.3% | -18.2% |
| All | +5.3% | +71.8% | -66.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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