+48.7%
LVS vs ZBRA
+536.7%
-488.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | -4.7% | -8.8% | +4.1% | -0.4% |
| 3M | -15.6% | +47.2% | -62.8% | -33.4% |
| 6M | -18.6% | +61.3% | -79.9% | -39.6% |
| YTD | -32.3% | +42.0% | -74.3% | -47.1% |
| 1Y | -18.0% | +10.5% | -28.5% | -27.7% |
| 3Y | -5.8% | +34.5% | -40.3% | -30.9% |
| 5Y | +5.7% | -40.3% | +46.0% | +15.2% |
| 10Y | 0.0% | +421.5% | -421.5% | -76.4% |
| All | +48.7% | +536.7% | -488.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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