-36.8%
LVS vs AS
-3.7%
-33.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -0.8% | -4.9% | +4.0% | +0.5% |
| 30D | +10.0% | +3.9% | +6.1% | +8.9% |
| 3M | -11.0% | -9.6% | -1.4% | -9.1% |
| 6M | -20.1% | -8.7% | -11.5% | -19.1% |
| YTD | -36.3% | -19.8% | -16.5% | -34.0% |
| 1Y | -36.8% | -1.5% | -35.3% | -36.0% |
| All | -36.8% | -3.7% | -33.1% | -36.0% |
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