+6.4%
LVS vs NI
+96.9%
-90.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -6.2% | -1.4% | -4.9% | -6.0% |
| 3M | -14.8% | -10.6% | -4.3% | -12.6% |
| 6M | -20.9% | -9.3% | -11.5% | -19.3% |
| YTD | -33.0% | +1.1% | -34.2% | -34.0% |
| 1Y | -20.0% | +3.4% | -23.4% | -21.7% |
| 3Y | -6.9% | +67.9% | -74.8% | -20.1% |
| All | +6.4% | +96.9% | -90.5% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling