+6.7%
LVS vs S
-72.3%
+79.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +0.3% | -5.8% | +6.1% | +1.2% |
| 30D | -3.9% | -9.2% | +5.3% | -2.9% |
| 3M | -12.9% | +23.4% | -36.2% | -16.7% |
| 6M | -16.9% | +36.9% | -53.9% | -22.4% |
| YTD | -31.2% | +29.5% | -60.8% | -35.3% |
| 1Y | -16.4% | +5.4% | -21.8% | -18.9% |
| 3Y | -4.4% | +14.7% | -19.1% | -12.2% |
| 5Y | +6.7% | -71.5% | +78.2% | +2.0% |
| All | +6.7% | -72.3% | +79.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling