-20.0%
LVS vs SITM
+155.7%
-175.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.5% |
| 7D | -3.5% | +3.9% | -7.3% | -3.5% |
| 30D | -6.2% | -6.6% | +0.4% | -6.2% |
| 3M | -14.8% | -11.9% | -3.0% | -14.8% |
| 6M | -20.9% | +81.1% | -102.0% | -24.3% |
| YTD | -33.0% | +80.0% | -113.0% | -35.9% |
| 1Y | -20.0% | +145.8% | -165.9% | -23.7% |
| All | -20.0% | +155.7% | -175.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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