+45.8%
ON vs LVS
-19.7%
+65.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.1% |
| 7D | -4.7% | -4.3% | -0.4% | -4.6% |
| 30D | -13.5% | -6.8% | -6.7% | -13.3% |
| 3M | -36.3% | -15.6% | -20.7% | -35.5% |
| 6M | +17.8% | -20.6% | +38.4% | +19.1% |
| YTD | +29.6% | -33.4% | +63.0% | +32.8% |
| 1Y | +45.8% | -20.1% | +65.9% | +51.6% |
| All | +45.8% | -19.7% | +65.5% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling