+5.3%
LVS vs SW
-2.6%
+7.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +11.1% | +2.3% | +8.8% | +10.7% |
| 30D | +14.7% | +6.8% | +7.9% | +13.6% |
| 3M | -10.9% | -5.2% | -5.8% | -10.3% |
| 6M | -22.3% | +7.4% | -29.8% | -23.5% |
| YTD | -35.8% | +17.4% | -53.2% | -37.8% |
| 1Y | -33.5% | +27.1% | -60.6% | -36.3% |
| 3Y | -11.7% | +47.9% | -59.6% | -16.4% |
| All | +5.3% | -2.6% | +7.8% | -0.5% |
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