-7.4%
LVS vs SITM
+423.6%
-431.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -4.3% | +4.8% | -9.1% | -4.8% |
| 30D | -6.8% | -9.7% | +2.9% | -6.1% |
| 3M | -15.6% | -9.3% | -6.3% | -15.9% |
| 6M | -20.6% | +69.5% | -90.1% | -28.2% |
| YTD | -33.4% | +70.5% | -103.9% | -40.3% |
| 1Y | -20.1% | +145.3% | -165.4% | -33.2% |
| All | -7.4% | +423.6% | -431.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling