-29.7%
LVS vs CAPR
-99.0%
+69.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.5% |
| 7D | +5.2% | +36.0% | -30.9% | +4.7% |
| 30D | +12.0% | +25.8% | -13.8% | +11.5% |
| 3M | -11.5% | +140.8% | -152.3% | -13.1% |
| 6M | -23.2% | -67.6% | +44.3% | -22.9% |
| YTD | -36.7% | -65.9% | +29.2% | -36.5% |
| 1Y | -36.8% | +66.1% | -102.9% | -40.7% |
| 3Y | -10.5% | +256.9% | -267.4% | -19.7% |
| 5Y | +5.1% | +172.1% | -167.0% | -6.2% |
| 10Y | -14.0% | -64.7% | +50.7% | -27.2% |
| All | -29.7% | -99.0% | +69.3% | -44.2% |
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 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