-3.4%
LVS vs AR
-27.2%
+23.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | -3.2% | +14.8% | -18.0% | -5.3% |
| 3M | -12.0% | +6.2% | -18.2% | -13.0% |
| 6M | -19.9% | +4.3% | -24.2% | -20.9% |
| YTD | -30.6% | +14.4% | -45.0% | -32.7% |
| 1Y | -17.7% | +21.3% | -39.1% | -21.1% |
| 3Y | -14.2% | +39.8% | -54.0% | -21.2% |
| 5Y | +9.6% | +142.1% | -132.4% | -11.1% |
| 10Y | +5.7% | +52.0% | -46.4% | -18.2% |
| All | -3.4% | -27.2% | +23.9% | -14.3% |
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