+1,265.6%
LVS vs SPXS
-100.0%
+1,365.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.8% |
| 7D | -2.7% | +1.2% | -4.0% | -2.1% |
| 30D | -4.7% | +5.2% | -9.9% | -2.2% |
| 3M | -15.6% | -9.2% | -6.4% | -19.2% |
| 6M | -18.6% | -29.6% | +11.0% | -30.4% |
| YTD | -32.3% | -27.6% | -4.6% | -40.9% |
| 1Y | -18.0% | -36.7% | +18.7% | -32.4% |
| 3Y | -5.8% | -79.8% | +74.0% | -50.0% |
| 5Y | +5.7% | -85.9% | +91.6% | -41.1% |
| 10Y | 0.0% | -99.5% | +99.6% | -86.4% |
| All | +1,265.6% | -100.0% | +1,365.6% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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