-72.2%
OPEN vs LVS
-4.6%
-67.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | -2.9% | -2.7% | -0.2% | -1.5% |
| 30D | -13.8% | -4.7% | -9.1% | -11.5% |
| 3M | -30.9% | -15.6% | -15.3% | -24.8% |
| 6M | -40.9% | -18.6% | -22.3% | -34.3% |
| YTD | -48.5% | -32.3% | -16.3% | -37.6% |
| 1Y | -50.9% | -18.0% | -32.9% | -46.3% |
| 3Y | -20.6% | -5.8% | -14.8% | -22.2% |
| 5Y | -84.2% | +5.7% | -89.9% | -86.2% |
| All | -72.2% | -4.6% | -67.7% | -73.9% |
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