-3.3%
LVS vs SM
+23.0%
-26.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | +4.6% | -8.0% | -4.1% |
| 30D | -6.2% | +18.2% | -24.5% | -8.7% |
| 3M | -14.8% | +22.5% | -37.4% | -17.9% |
| 6M | -20.9% | +50.6% | -71.4% | -26.8% |
| YTD | -33.0% | +108.1% | -141.2% | -41.3% |
| 1Y | -20.0% | +46.0% | -66.0% | -26.3% |
| 3Y | -6.9% | +2.9% | -9.8% | -11.8% |
| 5Y | +9.1% | +112.6% | -103.5% | -10.0% |
| All | -3.3% | +23.0% | -26.3% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling