+32.6%
NET vs LVS
+6.1%
+26.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -5.7% |
| 7D | -16.4% | +13.4% | -29.8% | -21.6% |
| 30D | -25.8% | +12.2% | -38.0% | -30.3% |
| 3M | -11.5% | -10.7% | -0.8% | -7.6% |
| 6M | +18.9% | -19.8% | +38.7% | +31.0% |
| YTD | +35.2% | -35.8% | +71.0% | +64.8% |
| 1Y | +14.5% | -31.8% | +46.3% | +35.0% |
| 3Y | +313.8% | -10.7% | +324.5% | +293.1% |
| 5Y | +32.6% | +10.1% | +22.4% | +0.6% |
| All | +32.6% | +6.1% | +26.5% | +0.6% |
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