-9.9%
LVS vs Z
-19.0%
+9.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -1.3% | -13.1% | +11.8% | +0.9% |
| 30D | +12.2% | +5.9% | +6.3% | +10.6% |
| 3M | -11.3% | -13.7% | +2.4% | -9.7% |
| 6M | -21.6% | -27.1% | +5.5% | -18.2% |
| YTD | -36.6% | -56.8% | +20.2% | -28.5% |
| 1Y | -38.4% | -60.2% | +21.8% | -29.7% |
| All | -9.9% | -19.0% | +9.1% | -9.1% |
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