-23.7%
LVS vs Q
+71.3%
-95.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -3.2% | -11.1% | +7.9% | -2.6% |
| 3M | -12.0% | -22.1% | +10.1% | -10.9% |
| 6M | -19.9% | +0.5% | -20.4% | -23.6% |
| YTD | -30.6% | +47.8% | -78.5% | -36.2% |
| All | -23.7% | +71.3% | -95.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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