-9.5%
LVS vs RF
+119.8%
-129.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.3% |
| 7D | -0.8% | +1.9% | -2.8% | -1.5% |
| 30D | +10.0% | +7.3% | +2.7% | +7.2% |
| 3M | -11.0% | -7.9% | -3.1% | -8.5% |
| 6M | -20.1% | +10.5% | -30.7% | -23.6% |
| YTD | -36.3% | +9.6% | -46.0% | -39.1% |
| 1Y | -36.8% | +20.3% | -57.1% | -41.9% |
| 3Y | -9.5% | +119.5% | -129.1% | -31.6% |
| All | -9.5% | +119.8% | -129.4% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling