-1.2%
LVS vs BOXX
+18.5%
-19.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | +0.1% | -3.5% | -3.5% |
| 30D | -6.2% | +0.3% | -6.6% | -6.4% |
| 3M | -14.8% | +1.0% | -15.9% | -15.0% |
| 6M | -20.9% | +1.9% | -22.8% | -20.8% |
| YTD | -33.0% | +2.7% | -35.7% | -32.4% |
| 1Y | -20.0% | +4.0% | -24.1% | -16.7% |
| 3Y | -6.9% | +14.7% | -21.6% | +43.8% |
| All | -1.2% | +18.5% | -19.6% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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