-31.2%
LVS vs CAPR
-99.0%
+67.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.7% | +6.5% | -2.1% |
| 7D | -3.9% | +19.1% | -23.0% | -4.2% |
| 30D | +7.1% | +48.8% | -41.8% | +6.3% |
| 3M | -13.2% | +144.4% | -157.6% | -14.8% |
| 6M | -22.8% | -67.5% | +44.7% | -22.5% |
| YTD | -38.0% | -64.5% | +26.5% | -37.9% |
| 1Y | -39.5% | +74.4% | -113.9% | -43.3% |
| 3Y | -12.2% | +265.7% | -277.9% | -21.2% |
| 5Y | +6.4% | +196.0% | -189.5% | -5.2% |
| 10Y | -13.3% | -62.4% | +49.1% | -26.8% |
| All | -31.2% | -99.0% | +67.8% | -45.4% |
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