-20.0%
LVS vs NTR
+39.1%
-59.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | -6.2% | +16.8% | -23.0% | -7.2% |
| 3M | -14.8% | +20.7% | -35.6% | -15.8% |
| 6M | -20.9% | +0.5% | -21.4% | -20.9% |
| YTD | -33.0% | +29.2% | -62.2% | -35.1% |
| 1Y | -20.0% | +39.6% | -59.6% | -23.7% |
| All | -20.0% | +39.1% | -59.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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