-20.0%
LVS vs NWSA
+3.0%
-23.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.5% | -2.8% | -0.7% | -2.9% |
| 30D | -6.2% | +3.0% | -9.3% | -6.8% |
| 3M | -14.8% | +12.3% | -27.1% | -17.0% |
| 6M | -20.9% | +21.9% | -42.7% | -23.5% |
| YTD | -33.0% | +13.6% | -46.6% | -35.2% |
| 1Y | -20.0% | +0.5% | -20.5% | -21.8% |
| All | -20.0% | +3.0% | -23.0% | -21.8% |
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