-10.5%
LVS vs SN
+428.0%
-438.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.1% |
| 7D | +5.2% | +7.6% | -2.5% | +3.3% |
| 30D | +12.0% | +24.1% | -12.1% | +6.3% |
| 3M | -11.5% | +23.7% | -35.2% | -16.2% |
| 6M | -23.2% | +105.5% | -128.8% | -36.6% |
| YTD | -36.7% | +105.1% | -141.8% | -48.0% |
| 1Y | -36.8% | +148.3% | -185.1% | -50.8% |
| 3Y | -10.5% | +438.7% | -449.2% | -46.7% |
| All | -10.5% | +428.0% | -438.5% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling