-27.2%
LVS vs PL
+46.6%
-73.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.5% | -15.9% | -2.9% |
| 7D | +5.2% | +10.9% | -5.7% | +3.6% |
| 30D | +12.0% | -16.4% | +28.4% | +13.7% |
| 3M | -11.5% | -39.9% | +28.5% | -7.0% |
| 6M | -23.2% | -63.2% | +40.0% | -16.0% |
| YTD | -36.7% | -27.1% | -9.5% | -38.4% |
| 1Y | -36.8% | +12.2% | -49.0% | -43.0% |
| 3Y | -10.5% | +584.3% | -594.8% | -49.4% |
| 5Y | +5.1% | +37.0% | -31.9% | -22.9% |
| All | -27.2% | +46.6% | -73.8% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling