-0.1%
LVS vs Z
+6.6%
-6.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | -1.3% | -13.1% | +11.8% | +1.5% |
| 30D | +12.2% | +5.9% | +6.3% | +10.2% |
| 3M | -11.3% | -13.7% | +2.4% | -9.3% |
| 6M | -21.6% | -27.1% | +5.5% | -17.3% |
| YTD | -36.6% | -56.8% | +20.2% | -25.8% |
| 1Y | -38.4% | -60.2% | +21.8% | -26.8% |
| 3Y | -10.2% | -19.7% | +9.5% | -12.5% |
| 5Y | +9.4% | -53.7% | +63.1% | +14.9% |
| 10Y | -11.3% | -16.9% | +5.6% | -32.3% |
| All | -0.1% | +6.6% | -6.6% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling