-10.4%
LVS vs AR
-30.5%
+20.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.4% |
| 7D | +6.7% | -5.8% | +12.5% | +7.5% |
| 30D | +13.8% | +4.8% | +9.0% | +12.7% |
| 3M | -9.5% | +1.5% | -11.0% | -10.0% |
| 6M | -22.0% | +4.7% | -26.7% | -23.1% |
| YTD | -35.7% | +9.2% | -44.9% | -37.4% |
| 1Y | -36.7% | +11.2% | -47.8% | -38.6% |
| 3Y | -8.8% | +46.2% | -55.1% | -17.1% |
| 5Y | +9.5% | +98.1% | -88.5% | -8.4% |
| 10Y | -10.9% | +54.5% | -65.5% | -31.5% |
| All | -10.4% | -30.5% | +20.2% | -20.3% |
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