-39.5%
LVS vs PL
+10.1%
-49.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -2.3% |
| 7D | -3.9% | +22.3% | -26.1% | -3.6% |
| 30D | +7.1% | -8.3% | +15.4% | +7.1% |
| 3M | -13.2% | -43.3% | +30.1% | -13.5% |
| 6M | -22.8% | -65.8% | +43.0% | -23.2% |
| YTD | -38.0% | -29.5% | -8.5% | -38.6% |
| 1Y | -39.5% | +11.7% | -51.2% | -40.1% |
| All | -39.5% | +10.1% | -49.5% | -40.1% |
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