-31.8%
LVS vs Q
+74.5%
-106.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -2.1% |
| 7D | -3.9% | +11.5% | -15.4% | -4.5% |
| 30D | +7.1% | -0.2% | +7.2% | +7.0% |
| 3M | -13.2% | -13.6% | +0.4% | -12.5% |
| 6M | -22.8% | -27.0% | +4.2% | -21.1% |
| YTD | -38.0% | +50.5% | -88.5% | -43.1% |
| 1Y | -39.5% | +33.8% | -73.2% | -43.3% |
| All | -31.8% | +74.5% | -106.3% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling