-9.9%
LVS vs PL
+560.8%
-570.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.3% | +13.4% | -14.6% | -2.0% |
| 30D | +12.2% | -10.2% | +22.3% | +12.6% |
| 3M | -11.3% | -39.5% | +28.2% | -9.1% |
| 6M | -21.6% | -65.7% | +44.1% | -17.6% |
| YTD | -36.6% | -27.3% | -9.3% | -37.7% |
| 1Y | -38.4% | +15.0% | -53.4% | -42.0% |
| All | -9.9% | +560.8% | -570.7% | -34.4% |
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