+23.1%
LVS vs P
+499.9%
-476.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +6.7% | -13.3% | +20.0% | +9.2% |
| 30D | +13.8% | -34.0% | +47.8% | +22.4% |
| 3M | -9.5% | +4.1% | -13.6% | -12.5% |
| 6M | -22.0% | +30.5% | -52.5% | -29.8% |
| YTD | -35.7% | +52.2% | -87.9% | -44.7% |
| 1Y | -36.7% | +10.3% | -47.0% | -42.3% |
| 3Y | -8.8% | +180.9% | -189.7% | -39.0% |
| 5Y | +9.5% | +259.7% | -250.2% | -33.7% |
| 10Y | -10.9% | +652.6% | -663.5% | -57.9% |
| All | +23.1% | +499.9% | -476.7% | -41.7% |
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