-18.8%
LVS vs M
+31.3%
-50.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.7% |
| 7D | -2.7% | -4.1% | +1.3% | -2.0% |
| 30D | -4.7% | -13.6% | +8.9% | -2.1% |
| 3M | -15.6% | -2.3% | -13.3% | -15.9% |
| 6M | -18.6% | +21.9% | -40.5% | -23.7% |
| YTD | -32.3% | -0.6% | -31.7% | -33.3% |
| All | -18.8% | +31.3% | -50.1% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling