-31.8%
LVS vs SN
+156.5%
-188.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +5.7% |
| 7D | +13.4% | +10.6% | +2.8% | +11.4% |
| 30D | +12.2% | +20.0% | -7.8% | +8.7% |
| 3M | -10.7% | +30.4% | -41.1% | -15.3% |
| 6M | -19.8% | +91.0% | -110.8% | -30.1% |
| YTD | -35.8% | +95.9% | -131.7% | -44.7% |
| 1Y | -31.8% | +158.9% | -190.7% | -43.2% |
| All | -31.8% | +156.5% | -188.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling