-17.7%
LVS vs COMP
+22.2%
-39.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -3.2% | -13.3% | +10.1% | -2.0% |
| 3M | -12.0% | +41.1% | -53.1% | -15.5% |
| 6M | -19.9% | +17.2% | -37.1% | -22.7% |
| YTD | -30.6% | +5.2% | -35.8% | -33.4% |
| 1Y | -17.7% | +18.9% | -36.7% | -24.2% |
| All | -17.7% | +22.2% | -39.9% | -24.2% |
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