-10.9%
LVS vs RF
+248.4%
-259.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +6.7% | +0.3% | +6.3% | +6.5% |
| 30D | +13.8% | +6.2% | +7.6% | +10.5% |
| 3M | -9.5% | -7.8% | -1.6% | -6.0% |
| 6M | -22.0% | +5.9% | -27.9% | -24.8% |
| YTD | -35.7% | +9.0% | -44.7% | -39.1% |
| 1Y | -36.7% | +19.3% | -55.9% | -42.7% |
| 3Y | -8.8% | +116.4% | -125.3% | -40.6% |
| 5Y | +9.5% | +46.0% | -36.5% | -15.7% |
| 10Y | -10.9% | +239.8% | -250.7% | -53.7% |
| All | -10.9% | +248.4% | -259.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling