+5.0%
LVS vs REPL
-35.0%
+40.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -0.8% | +1.2% | -2.1% | -0.9% |
| 30D | +10.0% | +92.2% | -82.2% | +8.6% |
| 3M | -11.0% | +44.1% | -55.1% | -11.7% |
| 6M | -20.1% | +313.0% | -333.2% | -23.7% |
| YTD | -36.3% | +125.2% | -161.5% | -39.0% |
| 1Y | -36.8% | +143.8% | -180.6% | -39.7% |
| 3Y | -9.5% | +104.2% | -113.7% | -26.5% |
| All | +5.0% | -35.0% | +40.0% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling