-31.8%
LVS vs PL
-0.6%
-31.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.4% | +12.8% | +6.4% |
| 7D | +13.4% | -11.7% | +25.1% | +13.3% |
| 30D | +12.2% | -27.1% | +39.3% | +12.0% |
| 3M | -10.7% | -44.6% | +33.8% | -11.1% |
| 6M | -19.8% | -67.2% | +47.3% | -20.3% |
| YTD | -35.8% | -35.9% | +0.1% | -36.4% |
| 1Y | -31.8% | -0.4% | -31.4% | -32.6% |
| All | -31.8% | -0.6% | -31.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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