-15.6%
LVS vs AS
+131.9%
-147.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | -1.3% | -3.0% | +1.8% | -0.5% |
| 30D | +12.2% | +9.6% | +2.6% | +9.7% |
| 3M | -11.3% | -8.2% | -3.1% | -9.6% |
| 6M | -21.6% | -9.9% | -11.7% | -20.1% |
| YTD | -36.6% | -16.8% | -19.8% | -34.5% |
| 1Y | -38.4% | +3.0% | -41.4% | -39.6% |
| All | -15.6% | +131.9% | -147.6% | -29.1% |
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