-10.5%
LVS vs CAPR
+242.0%
-252.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.4% |
| 7D | +5.2% | +36.0% | -30.9% | +5.2% |
| 30D | +12.0% | +25.8% | -13.8% | +12.0% |
| 3M | -11.5% | +140.8% | -152.3% | -11.5% |
| 6M | -23.2% | -67.6% | +44.3% | -23.2% |
| YTD | -36.7% | -65.9% | +29.2% | -36.7% |
| 1Y | -36.8% | +66.1% | -102.9% | -37.2% |
| 3Y | -10.5% | +256.9% | -267.4% | -21.2% |
| All | -10.5% | +242.0% | -252.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling