+327.1%
NET vs LVS
-12.9%
+340.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | -1.5% | -5.5% | -6.6% |
| 30D | -4.8% | -3.2% | -1.6% | -4.0% |
| 3M | +3.8% | -12.0% | +15.8% | +8.0% |
| 6M | +50.0% | -19.9% | +69.9% | +61.2% |
| YTD | +41.5% | -30.6% | +72.1% | +58.8% |
| 1Y | +32.8% | -17.7% | +50.6% | +40.0% |
| All | +327.1% | -12.9% | +340.0% | +322.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling