+11.5%
LVS vs SW
+730.4%
-718.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +11.4% | +4.7% | +6.7% | +10.8% |
| 30D | +13.6% | +5.0% | +8.6% | +12.9% |
| 3M | -10.0% | -7.3% | -2.7% | -9.2% |
| 6M | -20.6% | +15.0% | -35.5% | -22.3% |
| YTD | -35.5% | +18.5% | -54.0% | -37.4% |
| 1Y | -32.9% | +27.1% | -60.0% | -35.5% |
| 3Y | -10.3% | +49.3% | -59.6% | -16.2% |
| 5Y | +3.1% | -1.6% | +4.7% | -1.8% |
| 10Y | -11.4% | +185.4% | -196.8% | -30.7% |
| All | +11.5% | +730.4% | -718.9% | -40.6% |
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