-33.5%
LVS vs PL
-3.5%
-29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -0.3% |
| 7D | +11.1% | -6.8% | +17.9% | +11.0% |
| 30D | +14.7% | -29.3% | +44.0% | +14.4% |
| 3M | -10.9% | -44.8% | +33.8% | -11.3% |
| 6M | -22.3% | -68.4% | +46.0% | -22.8% |
| YTD | -35.8% | -36.4% | +0.6% | -36.4% |
| 1Y | -33.5% | +0.7% | -34.2% | -34.3% |
| All | -33.5% | -3.5% | -29.9% | -34.3% |
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