+112.5%
NET vs LVS
+8.8%
+103.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -7.0% | -1.5% | -5.5% | -6.4% |
| 30D | -4.8% | -3.2% | -1.6% | -3.7% |
| 3M | +3.8% | -12.0% | +15.8% | +9.5% |
| 6M | +50.0% | -19.9% | +69.9% | +65.4% |
| YTD | +41.5% | -30.6% | +72.1% | +65.8% |
| 1Y | +32.8% | -17.7% | +50.6% | +41.7% |
| 3Y | +335.9% | -14.2% | +350.1% | +333.4% |
| All | +112.5% | +8.8% | +103.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling