+636.8%
O vs LVS
+55.3%
+581.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | -0.4% | -0.8% | +0.5% | -0.3% |
| 30D | +7.1% | +10.0% | -2.9% | +5.4% |
| 3M | -5.2% | -11.0% | +5.8% | -3.5% |
| 6M | -1.8% | -20.1% | +18.4% | +1.6% |
| YTD | +9.1% | -36.3% | +45.4% | +16.5% |
| 1Y | +9.7% | -36.8% | +46.5% | +17.2% |
| 3Y | +39.1% | -9.5% | +48.7% | +37.1% |
| 5Y | +8.4% | +9.3% | -1.0% | -0.2% |
| 10Y | +80.2% | -11.0% | +91.1% | +66.1% |
| All | +636.8% | +55.3% | +581.5% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling