+48.7%
LVS vs AU
+287.2%
-238.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.7% | +0.6% | -3.4% | -2.8% |
| 30D | -4.7% | +12.3% | -17.0% | -6.5% |
| 3M | -15.6% | +29.4% | -44.9% | -19.3% |
| 6M | -18.6% | +3.2% | -21.9% | -20.2% |
| YTD | -32.3% | +31.8% | -64.1% | -36.3% |
| 1Y | -18.0% | +83.4% | -101.4% | -27.1% |
| 3Y | -5.8% | +623.1% | -628.9% | -35.3% |
| 5Y | +5.7% | +700.5% | -694.8% | -30.6% |
| 10Y | 0.0% | +717.6% | -717.6% | -43.9% |
| All | +48.7% | +287.2% | -238.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling