-5.8%
LVS vs NDAQ
+90.0%
-95.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | -4.7% | -1.5% | -3.2% | -4.2% |
| 3M | -15.6% | +8.0% | -23.6% | -18.5% |
| 6M | -18.6% | +7.7% | -26.4% | -21.6% |
| YTD | -32.3% | -2.3% | -29.9% | -32.2% |
| 1Y | -18.0% | +0.6% | -18.6% | -19.3% |
| All | -5.8% | +90.0% | -95.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling