-3.3%
LVS vs NTRS
+259.9%
-263.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | -3.5% | +1.4% | -4.8% | -4.2% |
| 30D | -6.2% | -0.7% | -5.6% | -6.0% |
| 3M | -14.8% | +11.3% | -26.2% | -20.0% |
| 6M | -20.9% | +35.5% | -56.4% | -33.4% |
| YTD | -33.0% | +40.6% | -73.6% | -45.0% |
| 1Y | -20.0% | +49.2% | -69.2% | -36.7% |
| 3Y | -6.9% | +167.2% | -174.2% | -48.3% |
| 5Y | +9.1% | +94.9% | -85.8% | -29.3% |
| All | -3.3% | +259.9% | -263.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling