-15.7%
LVS vs PR
+72.3%
-87.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | -1.5% | +2.9% | -4.4% | -1.2% |
| 30D | -3.2% | +18.0% | -21.3% | -2.0% |
| 3M | -12.0% | +16.9% | -28.8% | -10.8% |
| 6M | -19.9% | +28.2% | -48.1% | -19.6% |
| YTD | -30.6% | +69.3% | -100.0% | -31.1% |
| All | -15.7% | +72.3% | -87.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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