+39.2%
LVS vs M
+75.7%
-36.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -1.3% | -3.3% | +2.1% | -0.3% |
| 30D | +12.2% | +8.1% | +4.1% | +8.1% |
| 3M | -11.3% | +2.2% | -13.5% | -12.9% |
| 6M | -21.6% | +35.1% | -56.7% | -32.5% |
| YTD | -36.6% | +15.8% | -52.4% | -42.4% |
| 1Y | -38.4% | +25.8% | -64.2% | -46.2% |
| 3Y | -10.2% | +156.2% | -166.4% | -48.4% |
| 5Y | +9.4% | -2.4% | +11.8% | -14.6% |
| 10Y | -11.3% | -7.1% | -4.2% | -51.5% |
| All | +39.2% | +75.7% | -36.5% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling