-11.7%
LVS vs AR
-29.4%
+17.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.7% |
| 7D | -1.3% | +2.1% | -3.3% | -1.6% |
| 30D | +12.2% | +4.5% | +7.7% | +11.2% |
| 3M | -11.3% | +1.0% | -12.3% | -11.8% |
| 6M | -21.6% | +4.4% | -26.0% | -22.6% |
| YTD | -36.6% | +10.9% | -47.5% | -38.4% |
| 1Y | -38.4% | +8.6% | -46.9% | -40.1% |
| 3Y | -10.2% | +48.5% | -58.7% | -18.4% |
| 5Y | +9.4% | +95.7% | -86.3% | -8.3% |
| 10Y | -11.3% | +55.5% | -66.8% | -31.9% |
| All | -11.7% | -29.4% | +17.8% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling