-37.7%
LVS vs RF
+20.4%
-58.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.8% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +12.0% | +7.0% | +5.0% | +10.4% |
| 3M | -11.5% | -7.0% | -4.5% | -10.4% |
| 6M | -23.2% | +6.8% | -30.0% | -25.0% |
| YTD | -36.7% | +9.9% | -46.6% | -37.9% |
| All | -37.7% | +20.4% | -58.1% | -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