-36.7%
LVS vs REPL
+175.2%
-211.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.7% |
| 7D | +6.7% | +12.7% | -6.0% | +6.9% |
| 30D | +13.8% | +73.5% | -59.7% | +15.0% |
| 3M | -9.5% | +70.3% | -79.8% | -8.5% |
| 6M | -22.0% | +472.0% | -494.0% | -17.3% |
| YTD | -35.7% | +139.5% | -175.2% | -31.2% |
| 1Y | -36.7% | +167.3% | -204.0% | -33.1% |
| All | -36.7% | +175.2% | -211.9% | -33.1% |
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