+40.9%
LVS vs RF
+62.0%
-21.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +11.1% | -0.9% | +12.0% | +11.6% |
| 30D | +14.7% | +6.0% | +8.6% | +11.7% |
| 3M | -10.9% | -8.9% | -2.0% | -7.3% |
| 6M | -22.3% | +2.3% | -24.7% | -23.7% |
| YTD | -35.8% | +7.6% | -43.4% | -38.5% |
| 1Y | -33.5% | +21.2% | -54.6% | -39.7% |
| 3Y | -11.7% | +108.5% | -120.2% | -38.9% |
| 5Y | +2.6% | +43.2% | -40.6% | -18.2% |
| 10Y | -11.9% | +288.1% | -299.9% | -58.4% |
| All | +40.9% | +62.0% | -21.1% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling