-14.4%
LVS vs AS
+137.8%
-152.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | +6.7% | +4.5% | +2.2% | +5.5% |
| 30D | +13.8% | +13.2% | +0.6% | +10.3% |
| 3M | -9.5% | -11.9% | +2.4% | -7.0% |
| 6M | -22.0% | -11.6% | -10.4% | -20.2% |
| YTD | -35.7% | -14.7% | -21.0% | -34.0% |
| 1Y | -36.7% | +5.7% | -42.4% | -38.3% |
| All | -14.4% | +137.8% | -152.2% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling