-14.6%
LVS vs AS
+134.9%
-149.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +11.1% | +6.9% | +4.1% | +9.3% |
| 30D | +14.7% | +16.0% | -1.3% | +10.6% |
| 3M | -10.9% | -12.8% | +1.9% | -8.2% |
| 6M | -22.3% | -15.4% | -7.0% | -19.6% |
| YTD | -35.8% | -15.7% | -20.1% | -33.9% |
| 1Y | -33.5% | +6.1% | -39.5% | -35.2% |
| All | -14.6% | +134.9% | -149.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling