-38.4%
LVS vs CAPR
+90.5%
-128.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.5% | -27.9% | -1.3% |
| 7D | -1.3% | +25.8% | -27.0% | -1.1% |
| 30D | +12.2% | +50.2% | -38.0% | +12.5% |
| 3M | -11.3% | +185.5% | -196.8% | -10.6% |
| 6M | -21.6% | -64.8% | +43.2% | -21.7% |
| YTD | -36.6% | -61.1% | +24.5% | -36.6% |
| 1Y | -38.4% | +81.0% | -119.4% | -36.9% |
| All | -38.4% | +90.5% | -128.9% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling