-23.0%
LVS vs CAPR
-99.1%
+76.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | -3.2% | +139.2% | -142.4% | -4.8% |
| 3M | -12.0% | -66.4% | +54.4% | -11.5% |
| 6M | -19.9% | -63.1% | +43.2% | -19.6% |
| YTD | -30.6% | -67.4% | +36.8% | -30.3% |
| 1Y | -17.7% | +58.2% | -76.0% | -22.8% |
| 3Y | -14.2% | +42.2% | -56.4% | -21.5% |
| 5Y | +9.6% | +87.3% | -77.6% | -1.3% |
| 10Y | +5.7% | -75.3% | +80.9% | -10.0% |
| All | -23.0% | -99.1% | +76.1% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling