+1.4%
LVS vs RF
+334.9%
-333.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +0.3% | +2.7% | -2.3% | -0.9% |
| 30D | -3.9% | -3.4% | -0.6% | -2.4% |
| 3M | -12.9% | +6.4% | -19.2% | -15.7% |
| 6M | -16.9% | +13.4% | -30.4% | -22.4% |
| YTD | -31.2% | +14.2% | -45.5% | -36.2% |
| 1Y | -16.4% | +15.7% | -32.1% | -23.3% |
| 3Y | -4.4% | +91.3% | -95.8% | -33.7% |
| 5Y | +6.7% | +89.8% | -83.1% | -27.8% |
| 10Y | +1.4% | +336.7% | -335.2% | -49.3% |
| All | +1.4% | +334.9% | -333.5% | -49.3% |
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