+2.7%
LVS vs JAAA
+29.3%
-26.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | -4.7% | +0.5% | -5.1% | -5.6% |
| 3M | -15.6% | +1.2% | -16.8% | -17.8% |
| 6M | -18.6% | +2.7% | -21.4% | -23.2% |
| YTD | -32.3% | +3.2% | -35.5% | -36.7% |
| 1Y | -18.0% | +4.8% | -22.8% | -25.9% |
| 3Y | -5.8% | +19.0% | -24.8% | -27.2% |
| 5Y | +5.7% | +26.8% | -21.0% | -25.7% |
| All | +2.7% | +29.3% | -26.6% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling