-36.8%
LVS vs SM
+84.2%
-121.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.8% | +9.4% | -10.2% | 0.0% |
| 30D | +10.0% | -14.4% | +24.4% | +8.9% |
| 3M | -11.0% | +1.6% | -12.6% | -11.4% |
| 6M | -20.1% | +6.3% | -26.5% | -20.5% |
| YTD | -36.3% | +78.8% | -115.1% | -42.1% |
| 1Y | -36.8% | +83.1% | -120.0% | -42.7% |
| All | -36.8% | +84.2% | -121.1% | -42.7% |
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 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