+1,560.3%
ON vs LVS
+69.2%
+1,491.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.4% | -1.5% | +3.9% | +2.9% |
| 30D | -3.3% | -3.2% | -0.1% | -2.5% |
| 3M | -43.6% | -12.0% | -31.6% | -41.7% |
| 6M | +19.0% | -19.9% | +38.8% | +26.0% |
| YTD | +37.4% | -30.6% | +68.0% | +51.2% |
| 1Y | +54.8% | -17.7% | +72.5% | +60.4% |
| 3Y | -25.2% | -14.2% | -11.0% | -23.8% |
| 5Y | +62.7% | +9.6% | +53.1% | +50.6% |
| 10Y | +574.3% | +5.7% | +568.7% | +541.4% |
| All | +1,560.3% | +69.2% | +1,491.1% | +1,062.0% |
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