-21.6%
LVS vs Q
-14.3%
-7.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.3% |
| 7D | -1.3% | +6.6% | -7.8% | -0.7% |
| 30D | +12.2% | +2.7% | +9.5% | +12.4% |
| 3M | -11.3% | -8.4% | -2.9% | -11.9% |
| 6M | -21.6% | -17.3% | -4.3% | -22.8% |
| All | -21.6% | -14.3% | -7.3% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling