-5.8%
LVS vs BEN
+53.1%
-58.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | -2.7% | +3.4% | -6.1% | -3.8% |
| 30D | -4.7% | +1.8% | -6.5% | -5.3% |
| 3M | -15.6% | +8.4% | -23.9% | -18.2% |
| 6M | -18.6% | +35.6% | -54.3% | -27.5% |
| YTD | -32.3% | +46.4% | -78.6% | -41.5% |
| 1Y | -18.0% | +46.3% | -64.3% | -29.4% |
| All | -5.8% | +53.1% | -58.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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