+5.3%
LVS vs PL
+20.8%
-15.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -1.6% |
| 7D | +11.1% | -6.8% | +17.9% | +11.7% |
| 30D | +14.7% | -29.3% | +44.0% | +18.7% |
| 3M | -10.9% | -44.8% | +33.8% | -5.5% |
| 6M | -22.3% | -68.4% | +46.0% | -13.6% |
| YTD | -35.8% | -36.4% | +0.6% | -36.5% |
| 1Y | -33.5% | +0.7% | -34.2% | -39.3% |
| 3Y | -11.7% | +455.3% | -467.0% | -48.3% |
| All | +5.3% | +20.8% | -15.5% | -23.7% |
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