+15.3%
O vs LVS
+5.2%
+10.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.3% | -2.7% | +0.5% | -2.0% |
| 30D | -2.4% | -4.7% | +2.2% | -2.1% |
| 3M | -0.6% | -15.6% | +15.0% | +0.7% |
| 6M | -5.0% | -18.6% | +13.6% | -3.6% |
| YTD | +10.4% | -32.3% | +42.6% | +13.6% |
| 1Y | +6.6% | -18.0% | +24.6% | +7.5% |
| 3Y | +28.4% | -5.8% | +34.2% | +26.3% |
| 5Y | +15.3% | +5.7% | +9.5% | +9.1% |
| All | +15.3% | +5.2% | +10.1% | +9.1% |
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