-11.3%
LVS vs CAPR
-59.1%
+47.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.5% | -27.9% | -1.9% |
| 7D | -1.3% | +25.8% | -27.0% | -1.7% |
| 30D | +12.2% | +50.2% | -38.0% | +11.3% |
| 3M | -11.3% | +185.5% | -196.8% | -13.2% |
| 6M | -21.6% | -64.8% | +43.2% | -21.3% |
| YTD | -36.6% | -61.1% | +24.5% | -36.6% |
| 1Y | -38.4% | +81.0% | -119.4% | -42.5% |
| 3Y | -10.2% | +300.7% | -310.9% | -21.5% |
| 5Y | +9.4% | +223.3% | -213.9% | -5.4% |
| 10Y | -11.3% | -58.8% | +47.4% | -31.3% |
| All | -11.3% | -59.1% | +47.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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