+572.1%
ON vs LVS
-0.5%
+572.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.2% |
| 7D | -4.7% | -4.3% | -0.4% | -2.3% |
| 30D | -13.5% | -6.8% | -6.7% | -10.3% |
| 3M | -36.3% | -15.6% | -20.7% | -30.7% |
| 6M | +17.8% | -20.6% | +38.4% | +31.2% |
| YTD | +29.6% | -33.4% | +63.0% | +58.2% |
| 1Y | +45.8% | -20.1% | +65.9% | +56.9% |
| 3Y | -28.3% | -7.4% | -20.9% | -31.5% |
| 5Y | +49.6% | +8.5% | +41.1% | +18.9% |
| All | +572.1% | -0.5% | +572.6% | +487.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling