+36.1%
LVS vs SM
+90.1%
-54.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.4% | -3.4% |
| 7D | -3.9% | +10.6% | -14.5% | -6.2% |
| 30D | +7.1% | -15.0% | +22.0% | +10.0% |
| 3M | -13.2% | +1.7% | -14.9% | -15.0% |
| 6M | -22.8% | +5.9% | -28.7% | -26.0% |
| YTD | -38.0% | +79.0% | -117.0% | -48.4% |
| 1Y | -39.5% | +84.7% | -124.1% | -50.1% |
| 3Y | -12.2% | -3.5% | -8.7% | -19.3% |
| 5Y | +6.4% | +4.9% | +1.5% | -9.9% |
| 10Y | -13.3% | +17.7% | -31.0% | -58.0% |
| All | +36.1% | +90.1% | -54.0% | -70.0% |
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 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