-5.8%
LVS vs SM
-1.2%
-4.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.7% | +20.3% | -25.0% | -7.2% |
| 3M | -15.6% | +22.9% | -38.5% | -18.5% |
| 6M | -18.6% | +47.8% | -66.5% | -25.0% |
| YTD | -32.3% | +107.5% | -139.7% | -42.0% |
| 1Y | -18.0% | +51.7% | -69.8% | -25.6% |
| All | -5.8% | -1.2% | -4.6% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling