-6.9%
LVS vs AUR
+84.2%
-91.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -3.5% | +1.4% | -4.9% | -3.6% |
| 30D | -6.2% | -6.4% | +0.2% | -5.9% |
| 3M | -14.8% | +7.7% | -22.5% | -15.6% |
| 6M | -20.9% | +44.5% | -65.4% | -23.7% |
| YTD | -33.0% | +67.4% | -100.5% | -36.4% |
| 1Y | -20.0% | +15.4% | -35.5% | -22.1% |
| 3Y | -6.9% | +94.8% | -101.8% | -19.5% |
| All | -6.9% | +84.2% | -91.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling