-6.9%
LVS vs AZO
+10.0%
-17.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | -3.6% | +0.1% | -2.9% |
| 30D | -6.2% | -5.6% | -0.7% | -5.4% |
| 3M | -14.8% | -6.6% | -8.2% | -14.0% |
| 6M | -20.9% | -22.5% | +1.7% | -17.9% |
| YTD | -33.0% | -15.2% | -17.9% | -31.2% |
| 1Y | -20.0% | -33.9% | +13.9% | -14.6% |
| 3Y | -6.9% | +11.8% | -18.7% | -9.0% |
| All | -6.9% | +10.0% | -17.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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