+6.4%
LVS vs SITM
+187.3%
-180.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.3% |
| 7D | -3.5% | +3.9% | -7.3% | -4.1% |
| 30D | -6.2% | -6.6% | +0.4% | -5.6% |
| 3M | -14.8% | -11.9% | -3.0% | -14.8% |
| 6M | -20.9% | +81.1% | -102.0% | -31.7% |
| YTD | -33.0% | +80.0% | -113.0% | -42.9% |
| 1Y | -20.0% | +145.8% | -165.9% | -36.9% |
| 3Y | -6.9% | +475.9% | -482.8% | -44.0% |
| All | +6.4% | +187.3% | -180.9% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling