-9.8%
LVS vs RF
+220.9%
-230.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.3% | -1.3% | +0.1% | -0.7% |
| 30D | +12.2% | +4.6% | +7.6% | +9.7% |
| 3M | -11.3% | -8.4% | -2.8% | -7.6% |
| 6M | -21.6% | +8.9% | -30.5% | -25.4% |
| YTD | -36.6% | +8.8% | -45.4% | -39.9% |
| 1Y | -38.4% | +18.9% | -57.3% | -44.2% |
| 3Y | -10.2% | +116.0% | -126.1% | -41.6% |
| 5Y | +9.4% | +46.0% | -36.6% | -15.9% |
| All | -9.8% | +220.9% | -230.7% | -53.6% |
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