-31.8%
LVS vs P
+19.7%
-51.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.0% | +11.5% | +6.6% |
| 7D | +13.4% | -19.4% | +32.8% | +14.3% |
| 30D | +12.2% | -22.3% | +34.5% | +13.1% |
| 3M | -10.7% | +33.2% | -43.9% | -12.9% |
| 6M | -19.8% | +53.6% | -73.5% | -23.3% |
| YTD | -35.8% | +66.8% | -102.6% | -39.4% |
| 1Y | -31.8% | +17.5% | -49.3% | -33.9% |
| All | -31.8% | +19.7% | -51.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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