-18.2%
META vs LVS
-16.6%
-1.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +3.6% | -3.9% | +7.5% | +3.5% |
| 3M | +4.9% | -12.9% | +17.8% | +4.7% |
| 6M | -4.7% | -16.9% | +12.2% | -4.8% |
| YTD | -6.9% | -31.2% | +24.4% | -7.6% |
| 1Y | -18.2% | -16.4% | -1.8% | -19.5% |
| All | -18.2% | -16.6% | -1.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling