-8.8%
LVS vs REPL
+100.5%
-109.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.6% |
| 7D | +6.7% | +12.7% | -6.0% | +6.7% |
| 30D | +13.8% | +73.5% | -59.7% | +13.7% |
| 3M | -9.5% | +70.3% | -79.8% | -9.6% |
| 6M | -22.0% | +472.0% | -494.0% | -22.5% |
| YTD | -35.7% | +139.5% | -175.2% | -35.6% |
| 1Y | -36.7% | +167.3% | -204.0% | -36.7% |
| 3Y | -8.8% | +109.5% | -118.4% | -15.5% |
| All | -8.8% | +100.5% | -109.4% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling