-9.5%
LVS vs M
-7.1%
-2.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | -0.8% | +7.0% | -7.9% | -2.5% |
| 30D | +10.0% | +8.9% | +1.1% | +7.5% |
| 3M | -11.0% | +4.5% | -15.5% | -12.4% |
| 6M | -20.1% | +36.2% | -56.3% | -26.8% |
| YTD | -36.3% | +15.1% | -51.5% | -39.5% |
| 1Y | -36.8% | +27.4% | -64.3% | -41.6% |
| 3Y | -9.5% | +160.1% | -169.7% | -33.6% |
| 5Y | +9.3% | -1.6% | +10.9% | -3.2% |
| All | -9.5% | -7.1% | -2.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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