-6.9%
LVS vs SIRI
-22.6%
+15.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -3.5% | +0.6% | -4.0% | -3.5% |
| 30D | -6.2% | +2.5% | -8.7% | -6.6% |
| 3M | -14.8% | +6.6% | -21.4% | -15.8% |
| 6M | -20.9% | +32.9% | -53.7% | -24.5% |
| YTD | -33.0% | +50.5% | -83.5% | -37.5% |
| 1Y | -20.0% | +28.0% | -48.0% | -23.6% |
| 3Y | -6.9% | -22.4% | +15.5% | -5.5% |
| All | -6.9% | -22.6% | +15.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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