+47.0%
LVS vs NTRS
+552.1%
-505.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.2% |
| 7D | -3.5% | +1.4% | -4.8% | -4.4% |
| 30D | -6.2% | -0.7% | -5.6% | -5.9% |
| 3M | -14.8% | +11.3% | -26.2% | -21.1% |
| 6M | -20.9% | +35.5% | -56.4% | -35.9% |
| YTD | -33.0% | +40.6% | -73.6% | -47.4% |
| 1Y | -20.0% | +49.2% | -69.2% | -40.0% |
| 3Y | -6.9% | +167.2% | -174.2% | -54.6% |
| 5Y | +9.1% | +94.9% | -85.8% | -37.2% |
| 10Y | -1.1% | +259.5% | -260.6% | -66.1% |
| All | +47.0% | +552.1% | -505.2% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling