-27.5%
ON vs LVS
-6.8%
-20.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.5% |
| 7D | -1.9% | -2.7% | +0.8% | -0.7% |
| 30D | -11.0% | -4.7% | -6.3% | -9.4% |
| 3M | -39.3% | -15.6% | -23.8% | -34.9% |
| 6M | +19.8% | -18.6% | +38.5% | +29.4% |
| YTD | +31.1% | -32.3% | +63.3% | +54.6% |
| 1Y | +46.0% | -18.0% | +64.0% | +52.0% |
| All | -27.5% | -6.8% | -20.7% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling