-9.5%
LVS vs USFR
+14.4%
-23.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.6% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +10.0% | +0.4% | +9.6% | +8.8% |
| 3M | -11.0% | +1.1% | -12.1% | -13.5% |
| 6M | -20.1% | +2.0% | -22.2% | -24.0% |
| YTD | -36.3% | +3.5% | -39.8% | -40.8% |
| 1Y | -36.8% | +4.1% | -40.9% | -42.2% |
| 3Y | -9.5% | +14.4% | -23.9% | -64.8% |
| All | -9.5% | +14.4% | -23.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling