-31.8%
LVS vs REPL
+125.1%
-156.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.5% |
| 7D | +13.4% | +28.8% | -15.4% | +13.9% |
| 30D | +12.2% | +57.3% | -45.1% | +13.2% |
| 3M | -10.7% | +73.6% | -84.3% | -9.6% |
| 6M | -19.8% | +582.8% | -602.7% | -14.0% |
| YTD | -35.8% | +112.9% | -148.7% | -31.7% |
| 1Y | -31.8% | +130.7% | -162.5% | -26.5% |
| All | -31.8% | +125.1% | -156.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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