+40.9%
LVS vs M
+63.2%
-22.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.4% |
| 7D | +11.1% | -4.3% | +15.3% | +12.9% |
| 30D | +14.7% | +1.3% | +13.4% | +13.7% |
| 3M | -10.9% | -7.4% | -3.6% | -8.8% |
| 6M | -22.3% | +18.3% | -40.7% | -29.3% |
| YTD | -35.8% | +7.6% | -43.4% | -39.7% |
| 1Y | -33.5% | +17.4% | -50.8% | -40.0% |
| 3Y | -11.7% | +108.4% | -120.1% | -44.6% |
| 5Y | +2.6% | -10.6% | +13.2% | -16.7% |
| 10Y | -11.9% | -3.2% | -8.7% | -54.0% |
| All | +40.9% | +63.2% | -22.3% | -66.5% |
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