-11.7%
LVS vs PL
+455.3%
-467.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -1.0% |
| 7D | +11.1% | -6.8% | +17.9% | +11.4% |
| 30D | +14.7% | -29.3% | +44.0% | +16.6% |
| 3M | -10.9% | -44.8% | +33.8% | -8.4% |
| 6M | -22.3% | -68.4% | +46.0% | -18.2% |
| YTD | -35.8% | -36.4% | +0.6% | -36.5% |
| 1Y | -33.5% | +0.7% | -34.2% | -36.9% |
| 3Y | -11.7% | +455.3% | -467.0% | -36.5% |
| All | -11.7% | +455.3% | -467.0% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling