-38.1%
LVS vs RF
+18.6%
-56.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.3% | -1.3% | +0.1% | -1.0% |
| 30D | +12.2% | +4.6% | +7.6% | +11.1% |
| 3M | -11.3% | -8.4% | -2.8% | -9.9% |
| 6M | -21.6% | +8.9% | -30.5% | -24.1% |
| YTD | -36.6% | +8.8% | -45.4% | -37.8% |
| All | -38.1% | +18.6% | -56.7% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling