+6.4%
LVS vs SPMO
+149.5%
-143.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -3.5% | -0.9% | -2.5% | -2.9% |
| 30D | -6.2% | -1.9% | -4.3% | -5.2% |
| 3M | -14.8% | -1.4% | -13.5% | -15.8% |
| 6M | -20.9% | +25.5% | -46.3% | -36.4% |
| YTD | -33.0% | +24.8% | -57.9% | -46.1% |
| 1Y | -20.0% | +24.5% | -44.5% | -35.7% |
| 3Y | -6.9% | +157.1% | -164.1% | -64.7% |
| All | +6.4% | +149.5% | -143.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling