-37.7%
LVS vs SW
+26.3%
-64.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +5.2% | +1.8% | +3.4% | +4.9% |
| 30D | +12.0% | +7.0% | +5.0% | +10.7% |
| 3M | -11.5% | -7.6% | -3.9% | -10.5% |
| 6M | -23.2% | +8.5% | -31.8% | -24.6% |
| YTD | -36.7% | +17.7% | -54.3% | -38.8% |
| All | -37.7% | +26.3% | -64.0% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling