-31.8%
LVS vs SM
+70.4%
-102.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.3% | +21.8% | +5.2% |
| 7D | +13.4% | -21.5% | +34.9% | +11.6% |
| 30D | +12.2% | -11.4% | +23.6% | +11.0% |
| 3M | -10.7% | +0.6% | -11.4% | -11.5% |
| 6M | -19.8% | +0.2% | -20.1% | -20.5% |
| YTD | -35.8% | +69.7% | -105.5% | -41.4% |
| 1Y | -31.8% | +71.6% | -103.4% | -37.8% |
| All | -31.8% | +70.4% | -102.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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