-29.5%
LVS vs REPL
-6.0%
-23.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.5% | -3.0% | +1.5% | -1.4% |
| 30D | -3.2% | +27.1% | -30.4% | -4.3% |
| 3M | -12.0% | +52.4% | -64.4% | -15.2% |
| 6M | -19.9% | +107.4% | -127.3% | -27.6% |
| YTD | -30.6% | +54.7% | -85.4% | -36.3% |
| 1Y | -17.7% | +158.9% | -176.6% | -29.7% |
| 3Y | -14.2% | -23.7% | +9.5% | -30.2% |
| 5Y | +9.6% | -54.3% | +64.0% | -8.5% |
| All | -29.5% | -6.0% | -23.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling