-18.0%
LVS vs REPL
+136.9%
-154.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.7% | -9.6% | +6.9% | -2.8% |
| 30D | -4.7% | +5.7% | -10.4% | -4.6% |
| 3M | -15.6% | +56.4% | -72.0% | -14.5% |
| 6M | -18.6% | +67.4% | -86.1% | -15.7% |
| YTD | -32.3% | +48.7% | -80.9% | -29.8% |
| 1Y | -18.0% | +148.3% | -166.3% | -16.9% |
| All | -18.0% | +136.9% | -154.9% | -16.9% |
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