+19.9%
LVS vs SW
+755.0%
-735.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.5% | -5.1% | +3.6% | -0.8% |
| 30D | -3.2% | -4.6% | +1.4% | -2.7% |
| 3M | -12.0% | +9.4% | -21.4% | -13.3% |
| 6M | -19.9% | +3.5% | -23.4% | -20.7% |
| YTD | -30.6% | +22.0% | -52.7% | -32.9% |
| 1Y | -17.7% | +2.2% | -20.0% | -18.8% |
| 3Y | -14.2% | +19.6% | -33.8% | -18.0% |
| 5Y | +9.6% | -2.3% | +12.0% | +4.4% |
| 10Y | +5.7% | +181.4% | -175.7% | -17.4% |
| All | +19.9% | +755.0% | -735.1% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling