-31.1%
LVS vs REPL
-9.7%
-21.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.7% | -9.6% | +6.9% | -2.3% |
| 30D | -4.7% | +5.7% | -10.4% | -5.0% |
| 3M | -15.6% | +56.4% | -72.0% | -18.8% |
| 6M | -18.6% | +67.4% | -86.1% | -25.4% |
| YTD | -32.3% | +48.7% | -80.9% | -37.7% |
| 1Y | -18.0% | +148.3% | -166.3% | -29.8% |
| 3Y | -5.8% | -26.7% | +20.8% | -23.3% |
| 5Y | +5.7% | -54.1% | +59.9% | -12.0% |
| All | -31.1% | -9.7% | -21.4% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling