+5.0%
LVS vs PL
+31.5%
-26.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -0.8% | +10.0% | -10.9% | -2.0% |
| 30D | +10.0% | -2.3% | +12.3% | +9.8% |
| 3M | -11.0% | -44.2% | +33.2% | -5.7% |
| 6M | -20.1% | -66.1% | +46.0% | -11.7% |
| YTD | -36.3% | -30.0% | -6.4% | -37.8% |
| 1Y | -36.8% | +21.0% | -57.9% | -43.7% |
| 3Y | -9.5% | +516.5% | -526.1% | -47.7% |
| All | +5.0% | +31.5% | -26.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling