+52.3%
LVS vs SM
+111.4%
-59.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -3.2% | +26.3% | -29.5% | -8.7% |
| 3M | -12.0% | +8.7% | -20.7% | -14.7% |
| 6M | -19.9% | +51.7% | -71.6% | -29.3% |
| YTD | -30.6% | +99.0% | -129.7% | -42.8% |
| 1Y | -17.7% | +34.6% | -52.3% | -26.3% |
| 3Y | -14.2% | -7.8% | -6.5% | -19.3% |
| 5Y | +9.6% | +104.8% | -95.1% | -20.4% |
| 10Y | +5.7% | +7.2% | -1.6% | -46.3% |
| All | +52.3% | +111.4% | -59.1% | -66.7% |
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 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