+659.8%
O vs LVS
+69.2%
+590.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | -1.5% | +0.7% | -0.5% |
| 30D | -1.9% | -3.2% | +1.3% | -1.4% |
| 3M | +3.8% | -12.0% | +15.8% | +5.9% |
| 6M | -4.7% | -19.9% | +15.1% | -1.6% |
| YTD | +12.5% | -30.6% | +43.1% | +18.6% |
| 1Y | +10.8% | -17.7% | +28.6% | +13.0% |
| 3Y | +28.8% | -14.2% | +43.0% | +28.1% |
| 5Y | +13.2% | +9.6% | +3.6% | +3.9% |
| 10Y | +53.5% | +5.7% | +47.8% | +37.7% |
| All | +659.8% | +69.2% | +590.6% | +457.3% |
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