-31.8%
LVS vs NWSA
+18.2%
-50.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.7% | +5.6% |
| 7D | +13.4% | +4.3% | +9.1% | +12.3% |
| 30D | +12.2% | +5.6% | +6.6% | +10.8% |
| 3M | -10.7% | +7.3% | -18.0% | -12.1% |
| 6M | -19.8% | +18.8% | -38.7% | -22.8% |
| YTD | -35.8% | +17.9% | -53.7% | -38.8% |
| 1Y | -31.8% | +19.3% | -51.1% | -35.4% |
| All | -31.8% | +18.2% | -50.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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