-9.5%
LVS vs SW
+177.1%
-186.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +10.0% | +5.0% | +5.0% | +9.4% |
| 3M | -11.0% | -13.7% | +2.6% | -9.6% |
| 6M | -20.1% | +8.0% | -28.2% | -21.1% |
| YTD | -36.3% | +14.0% | -50.3% | -37.7% |
| 1Y | -36.8% | +25.6% | -62.5% | -38.8% |
| 3Y | -9.5% | +40.1% | -49.7% | -13.3% |
| 5Y | +9.3% | -2.6% | +11.9% | +5.9% |
| All | -9.5% | +177.1% | -186.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling