+13.0%
LVS vs NWSA
+123.2%
-110.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | +0.3% | -2.6% | +3.0% | +1.7% |
| 30D | -3.9% | +4.6% | -8.5% | -6.1% |
| 3M | -12.9% | +10.2% | -23.1% | -17.6% |
| 6M | -16.9% | +21.6% | -38.6% | -25.5% |
| YTD | -31.2% | +14.6% | -45.9% | -36.9% |
| 1Y | -16.4% | +0.4% | -16.8% | -18.1% |
| 3Y | -4.4% | +45.0% | -49.4% | -24.1% |
| 5Y | +6.7% | +41.3% | -34.6% | -15.9% |
| 10Y | +1.4% | +142.8% | -141.3% | -44.1% |
| All | +13.0% | +123.2% | -110.1% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling