-31.8%
LVS vs AU
+42.5%
-74.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.0% | -1.5% | +5.4% |
| 7D | +13.4% | +0.8% | +12.6% | +13.2% |
| 30D | +12.2% | -7.0% | +19.1% | +12.9% |
| 3M | -10.7% | +8.5% | -19.3% | -12.0% |
| 6M | -19.8% | -1.3% | -18.6% | -20.8% |
| YTD | -35.8% | +6.8% | -42.6% | -37.1% |
| 1Y | -31.8% | +44.6% | -76.4% | -37.2% |
| All | -31.8% | +42.5% | -74.3% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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