-17.7%
LVS vs NWSA
+5.5%
-23.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | -3.2% | +4.6% | -7.8% | -4.0% |
| 3M | -12.0% | +13.2% | -25.2% | -14.2% |
| 6M | -19.9% | +27.0% | -46.9% | -23.0% |
| YTD | -30.6% | +16.8% | -47.5% | -33.1% |
| 1Y | -17.7% | +4.5% | -22.3% | -20.6% |
| All | -17.7% | +5.5% | -23.3% | -20.6% |
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