+5.0%
LVS vs COMP
-10.9%
+15.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +10.0% | +16.6% | -6.6% | +7.2% |
| 3M | -11.0% | -23.5% | +12.5% | -8.1% |
| 6M | -20.1% | +25.7% | -45.9% | -23.9% |
| YTD | -36.3% | -3.4% | -32.9% | -37.9% |
| 1Y | -36.8% | +7.6% | -44.4% | -39.5% |
| 3Y | -9.5% | +423.6% | -433.1% | -36.8% |
| All | +5.0% | -10.9% | +15.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling