+14.5%
NET vs LVS
-31.5%
+46.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -3.5% |
| 7D | -16.4% | +13.4% | -29.8% | -18.1% |
| 30D | -25.8% | +12.2% | -38.0% | -27.4% |
| 3M | -11.5% | -10.7% | -0.8% | -8.6% |
| 6M | +18.9% | -19.8% | +38.7% | +28.7% |
| YTD | +35.2% | -35.8% | +71.0% | +53.4% |
| 1Y | +14.5% | -31.8% | +46.3% | +24.8% |
| All | +14.5% | -31.5% | +46.0% | +24.8% |
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