+9.2%
LVS vs QSR
+206.0%
-196.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.6% |
| 7D | -2.7% | -2.4% | -0.4% | -1.5% |
| 30D | -4.7% | +5.7% | -10.4% | -7.5% |
| 3M | -15.6% | +6.9% | -22.5% | -18.8% |
| 6M | -18.6% | +6.9% | -25.5% | -22.3% |
| YTD | -32.3% | +14.9% | -47.2% | -38.1% |
| 1Y | -18.0% | +29.1% | -47.1% | -30.0% |
| 3Y | -5.8% | +26.1% | -32.0% | -20.1% |
| 5Y | +5.7% | +42.3% | -36.6% | -16.3% |
| 10Y | 0.0% | +134.0% | -133.9% | -40.8% |
| All | +9.2% | +206.0% | -196.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling