-20.5%
LVS vs AR
+2.7%
-23.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.7% |
| 7D | +6.7% | -5.8% | +12.5% | +6.0% |
| 30D | +13.8% | +4.8% | +9.0% | +13.2% |
| 3M | -9.5% | +1.5% | -11.0% | -9.9% |
| All | -20.5% | +2.7% | -23.1% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling