+6.7%
LVS vs REPL
-53.9%
+60.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | +0.3% | -5.7% | +6.1% | +0.4% |
| 30D | -3.9% | +22.5% | -26.4% | -4.3% |
| 3M | -12.9% | +64.7% | -77.5% | -14.4% |
| 6M | -16.9% | +83.0% | -100.0% | -20.4% |
| YTD | -31.2% | +52.0% | -83.2% | -33.7% |
| 1Y | -16.4% | +144.5% | -160.9% | -22.9% |
| 3Y | -4.4% | -25.1% | +20.6% | -12.4% |
| 5Y | +6.7% | -52.9% | +59.5% | +0.6% |
| All | +6.7% | -53.9% | +60.6% | +0.6% |
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