+39.2%
LVS vs SM
+80.7%
-41.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -2.7% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +12.2% | -17.3% | +29.5% | +16.1% |
| 3M | -11.3% | -3.6% | -7.7% | -12.0% |
| 6M | -21.6% | +2.9% | -24.5% | -24.4% |
| YTD | -36.6% | +70.2% | -106.8% | -46.6% |
| 1Y | -38.4% | +66.5% | -104.9% | -48.0% |
| 3Y | -10.2% | -8.2% | -2.0% | -16.5% |
| 5Y | +9.4% | -1.5% | +10.9% | -5.9% |
| 10Y | -11.3% | +11.9% | -23.2% | -56.5% |
| All | +39.2% | +80.7% | -41.6% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling