-2.2%
LVS vs Z
-3.5%
+1.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.7% | -7.1% | +4.3% | -1.2% |
| 30D | -4.7% | -4.8% | +0.1% | -3.9% |
| 3M | -15.6% | -9.3% | -6.2% | -14.4% |
| 6M | -18.6% | -29.0% | +10.3% | -13.3% |
| YTD | -32.3% | -52.9% | +20.6% | -21.8% |
| 1Y | -18.0% | -63.1% | +45.1% | -0.7% |
| 3Y | -5.8% | -36.9% | +31.0% | -2.6% |
| 5Y | +5.7% | -65.5% | +71.2% | +15.8% |
| All | -2.2% | -3.5% | +1.4% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling