-32.9%
LVS vs NI
+6.5%
-39.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.3% |
| 7D | +11.4% | 0.0% | +11.4% | +11.4% |
| 30D | +13.6% | +10.0% | +3.6% | +14.7% |
| 3M | -10.0% | +4.3% | -14.3% | -9.6% |
| 6M | -20.6% | -6.5% | -14.0% | -20.8% |
| YTD | -35.5% | +9.3% | -44.8% | -37.1% |
| 1Y | -32.9% | +6.4% | -39.3% | -33.5% |
| All | -32.9% | +6.5% | -39.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling