+6.7%
LVS vs M
+24.8%
-18.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | -3.9% | -11.6% | +7.7% | -1.1% |
| 3M | -12.9% | +1.6% | -14.5% | -13.7% |
| 6M | -16.9% | +25.2% | -42.2% | -22.3% |
| YTD | -31.2% | +3.8% | -35.0% | -32.8% |
| 1Y | -16.4% | +36.3% | -52.7% | -24.0% |
| 3Y | -4.4% | +116.3% | -120.8% | -28.3% |
| 5Y | +6.7% | +28.2% | -21.5% | -9.3% |
| All | +6.7% | +24.8% | -18.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling