+10.4%
LVS vs SM
+106.9%
-96.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | -15.6% | +22.9% | -38.5% | -19.4% |
| 6M | -18.6% | +47.8% | -66.5% | -26.2% |
| YTD | -32.3% | +107.5% | -139.7% | -43.1% |
| 1Y | -18.0% | +51.7% | -69.8% | -27.0% |
| 3Y | -5.8% | -0.9% | -5.0% | -12.2% |
| All | +10.4% | +106.9% | -96.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling