+8.5%
LVS vs JAAA
+26.8%
-18.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -6.8% | +0.4% | -7.3% | -7.7% |
| 3M | -15.6% | +1.2% | -16.8% | -17.7% |
| 6M | -20.6% | +2.7% | -23.3% | -24.8% |
| YTD | -33.4% | +3.2% | -36.6% | -37.5% |
| 1Y | -20.1% | +4.8% | -25.0% | -27.5% |
| 3Y | -7.4% | +19.0% | -26.4% | -25.5% |
| 5Y | +8.5% | +26.8% | -18.3% | -23.4% |
| All | +8.5% | +26.8% | -18.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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