+52.3%
LVS vs M
+61.6%
-9.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.4% |
| 7D | -1.5% | +4.7% | -6.2% | -3.4% |
| 30D | -3.2% | -9.6% | +6.4% | +0.7% |
| 3M | -12.0% | +0.9% | -12.8% | -13.3% |
| 6M | -19.9% | +22.3% | -42.2% | -27.7% |
| YTD | -30.6% | +6.5% | -37.2% | -34.2% |
| 1Y | -17.7% | +38.8% | -56.5% | -30.7% |
| 3Y | -14.2% | +115.9% | -130.1% | -46.9% |
| 5Y | +9.6% | +28.6% | -19.0% | -26.0% |
| 10Y | +5.7% | -2.5% | +8.2% | -45.1% |
| All | +52.3% | +61.6% | -9.3% | -63.4% |
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