-4.4%
LVS vs Z
-37.5%
+33.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | +0.2% |
| 7D | +0.3% | -3.3% | +3.6% | +0.8% |
| 30D | -3.9% | -3.7% | -0.2% | -3.5% |
| 3M | -12.9% | -7.0% | -5.9% | -12.3% |
| 6M | -16.9% | -29.5% | +12.6% | -12.6% |
| YTD | -31.2% | -52.6% | +21.3% | -23.4% |
| 1Y | -16.4% | -64.0% | +47.6% | -2.6% |
| 3Y | -4.4% | -36.4% | +32.0% | +3.2% |
| All | -4.4% | -37.5% | +33.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling