+32.8%
LVS vs P
+485.4%
-452.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.5% | +6.5% | -8.0% | -2.9% |
| 30D | -3.2% | +18.8% | -22.1% | -7.4% |
| 3M | -12.0% | +26.7% | -38.7% | -17.8% |
| 6M | -19.9% | +62.2% | -82.1% | -30.2% |
| YTD | -30.6% | +48.5% | -79.1% | -38.8% |
| 1Y | -17.7% | +26.4% | -44.1% | -26.0% |
| 3Y | -14.2% | +159.4% | -173.6% | -40.3% |
| 5Y | +9.6% | +275.8% | -266.2% | -33.2% |
| 10Y | +5.7% | +732.0% | -726.4% | -49.7% |
| All | +32.8% | +485.4% | -452.6% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling