-31.8%
LVS vs Z
-54.2%
+22.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.4% | -2.9% | +5.1% |
| 7D | +13.4% | +10.2% | +3.2% | +11.8% |
| 30D | +12.2% | +23.7% | -11.5% | +8.7% |
| 3M | -10.7% | -6.6% | -4.2% | -10.7% |
| 6M | -19.8% | -23.0% | +3.2% | -18.3% |
| YTD | -35.8% | -50.3% | +14.5% | -35.7% |
| 1Y | -31.8% | -53.6% | +21.8% | -31.9% |
| All | -31.8% | -54.2% | +22.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling