+3.1%
LVS vs SW
-1.6%
+4.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +11.4% | +4.7% | +6.7% | +10.7% |
| 30D | +13.6% | +5.0% | +8.6% | +12.8% |
| 3M | -10.0% | -7.3% | -2.7% | -9.1% |
| 6M | -20.6% | +15.0% | -35.5% | -22.5% |
| YTD | -35.5% | +18.5% | -54.0% | -37.6% |
| 1Y | -32.9% | +27.1% | -60.0% | -35.7% |
| 3Y | -10.3% | +49.3% | -59.6% | -15.2% |
| 5Y | +3.1% | -1.6% | +4.7% | -2.8% |
| All | +3.1% | -1.6% | +4.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling