-9.9%
LVS vs COMP
+426.2%
-436.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | -1.3% | +2.2% | -3.4% | -1.7% |
| 30D | +12.2% | +16.3% | -4.1% | +10.0% |
| 3M | -11.3% | -19.1% | +7.9% | -9.7% |
| 6M | -21.6% | +17.1% | -38.7% | -23.8% |
| YTD | -36.6% | -2.9% | -33.7% | -37.9% |
| 1Y | -38.4% | +8.8% | -47.2% | -40.5% |
| All | -9.9% | +426.2% | -436.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling