-17.7%
LVS vs AS
-21.9%
+4.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.3% |
| 7D | -1.5% | -4.9% | +3.4% | -0.1% |
| 30D | -3.2% | -19.6% | +16.4% | +2.6% |
| 3M | -12.0% | -14.4% | +2.4% | -8.6% |
| 6M | -19.9% | -20.1% | +0.2% | -15.7% |
| YTD | -30.6% | -20.9% | -9.7% | -26.9% |
| 1Y | -17.7% | -21.9% | +4.1% | -11.2% |
| All | -17.7% | -21.9% | +4.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling