+6.4%
LVS vs NTRS
+93.2%
-86.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -3.5% | +1.4% | -4.8% | -4.1% |
| 30D | -6.2% | -0.7% | -5.6% | -6.0% |
| 3M | -14.8% | +11.3% | -26.2% | -19.1% |
| 6M | -20.9% | +35.5% | -56.4% | -31.4% |
| YTD | -33.0% | +40.6% | -73.6% | -43.2% |
| 1Y | -20.0% | +49.2% | -69.2% | -34.2% |
| 3Y | -6.9% | +167.2% | -174.2% | -42.7% |
| All | +6.4% | +93.2% | -86.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling