+6.7%
LVS vs CAPR
+87.6%
-80.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.9% |
| 7D | +0.3% | -9.5% | +9.8% | +0.4% |
| 30D | -3.9% | +121.5% | -125.4% | -4.6% |
| 3M | -12.9% | -65.4% | +52.5% | -12.6% |
| 6M | -16.9% | -67.5% | +50.6% | -16.7% |
| YTD | -31.2% | -68.6% | +37.4% | -31.0% |
| 1Y | -16.4% | +42.7% | -59.1% | -19.2% |
| 3Y | -4.4% | +43.4% | -47.8% | -17.9% |
| 5Y | +6.7% | +86.0% | -79.4% | -22.2% |
| All | +6.7% | +87.6% | -80.9% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling