-35.5%
LVS vs REPL
+36.1%
-71.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.2% |
| 7D | -1.3% | +5.3% | -6.5% | -1.5% |
| 30D | +12.2% | +66.6% | -54.4% | +9.7% |
| 3M | -11.3% | +59.6% | -70.8% | -13.2% |
| 6M | -21.6% | +482.4% | -504.0% | -30.5% |
| YTD | -36.6% | +124.1% | -160.7% | -42.8% |
| 1Y | -38.4% | +138.6% | -176.9% | -44.7% |
| 3Y | -10.2% | +96.0% | -106.2% | -33.5% |
| 5Y | +9.4% | -35.4% | +44.8% | -9.8% |
| All | -35.5% | +36.1% | -71.7% | -58.5% |
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 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