-74.1%
OPEN vs LVS
-6.2%
-67.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -5.8% |
| 7D | -10.5% | -4.3% | -6.3% | -8.4% |
| 30D | -21.8% | -6.8% | -15.0% | -18.7% |
| 3M | -37.5% | -15.6% | -21.9% | -31.9% |
| 6M | -44.1% | -20.6% | -23.5% | -37.0% |
| YTD | -52.0% | -33.4% | -18.6% | -41.2% |
| 1Y | -52.2% | -20.1% | -32.1% | -47.0% |
| 3Y | -25.9% | -7.4% | -18.5% | -26.7% |
| 5Y | -85.1% | +8.5% | -93.6% | -87.0% |
| All | -74.1% | -6.2% | -67.9% | -75.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling