-30.2%
LVS vs COMP
-49.2%
+19.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.0% | -2.2% |
| 7D | +5.2% | +14.5% | -9.4% | +2.9% |
| 30D | +12.0% | +14.9% | -2.9% | +9.4% |
| 3M | -11.5% | -14.2% | +2.7% | -10.0% |
| 6M | -23.2% | +23.7% | -47.0% | -26.6% |
| YTD | -36.7% | +2.1% | -38.8% | -38.7% |
| 1Y | -36.8% | +26.2% | -63.0% | -40.9% |
| 3Y | -10.5% | +470.9% | -481.4% | -38.4% |
| 5Y | +5.1% | -14.0% | +19.1% | -6.2% |
| All | -30.2% | -49.2% | +19.0% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling