-31.8%
LVS vs COMP
+23.8%
-55.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.2% | +5.6% |
| 7D | +13.4% | +9.5% | +3.9% | +12.3% |
| 30D | +12.2% | +8.1% | +4.1% | +11.0% |
| 3M | -10.7% | -16.3% | +5.6% | -9.6% |
| 6M | -19.8% | +42.2% | -62.0% | -23.8% |
| YTD | -35.8% | -5.0% | -30.8% | -38.5% |
| 1Y | -31.8% | +20.1% | -51.9% | -38.1% |
| All | -31.8% | +23.8% | -55.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling