+5.0%
LVS vs STT
+104.1%
-99.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | -0.8% | +4.8% | -5.6% | -3.0% |
| 30D | +10.0% | +3.9% | +6.1% | +7.9% |
| 3M | -11.0% | -8.2% | -2.9% | -7.8% |
| 6M | -20.1% | +15.6% | -35.8% | -26.2% |
| YTD | -36.3% | +37.6% | -74.0% | -46.2% |
| 1Y | -36.8% | +50.1% | -87.0% | -49.0% |
| 3Y | -9.5% | +183.1% | -192.6% | -46.9% |
| All | +5.0% | +104.1% | -99.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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