-3.3%
LVS vs BR
+189.7%
-193.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -3.5% | -3.0% | -0.5% | -2.0% |
| 30D | -6.2% | -0.3% | -5.9% | -6.2% |
| 3M | -14.8% | +17.3% | -32.1% | -22.1% |
| 6M | -20.9% | -6.7% | -14.2% | -18.9% |
| YTD | -33.0% | -23.4% | -9.6% | -24.4% |
| 1Y | -20.0% | -32.7% | +12.6% | -3.6% |
| 3Y | -6.9% | -5.9% | -1.0% | -7.4% |
| 5Y | +9.1% | +8.4% | +0.6% | -2.1% |
| All | -3.3% | +189.7% | -193.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling