-9.5%
LVS vs SPY
+78.1%
-87.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | -0.8% | +2.6% | -3.4% | -3.1% |
| 30D | +10.0% | -2.0% | +12.0% | +11.7% |
| 3M | -11.0% | -2.8% | -8.3% | -9.0% |
| 6M | -20.1% | +2.1% | -22.3% | -22.4% |
| YTD | -36.3% | +11.5% | -47.8% | -43.3% |
| 1Y | -36.8% | +13.5% | -50.3% | -44.8% |
| 3Y | -9.5% | +77.7% | -87.2% | -57.3% |
| All | -9.5% | +78.1% | -87.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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