-36.7%
LVS vs AS
+6.1%
-42.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | +6.7% | +4.5% | +2.2% | +5.3% |
| 30D | +13.8% | +13.2% | +0.6% | +10.0% |
| 3M | -9.5% | -11.9% | +2.4% | -7.3% |
| 6M | -22.0% | -11.6% | -10.4% | -20.4% |
| YTD | -35.7% | -14.7% | -21.0% | -34.5% |
| 1Y | -36.7% | +5.7% | -42.4% | -36.7% |
| All | -36.7% | +6.1% | -42.7% | -36.7% |
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