-18.0%
LVS vs CAPR
+35.4%
-53.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.5% |
| 7D | -2.7% | -12.6% | +9.9% | -2.8% |
| 30D | -4.7% | +124.4% | -129.1% | -4.2% |
| 3M | -15.6% | -66.8% | +51.2% | -15.7% |
| 6M | -18.6% | -71.8% | +53.2% | -18.8% |
| YTD | -32.3% | -70.1% | +37.8% | -32.4% |
| 1Y | -18.0% | +33.3% | -51.4% | -16.2% |
| All | -18.0% | +35.4% | -53.4% | -16.2% |
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