-89.0%
OPEN vs LVS
-10.3%
-78.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -5.1% |
| 7D | -15.0% | -0.8% | -14.2% | -14.7% |
| 30D | -40.2% | +10.0% | -50.2% | -43.0% |
| 3M | -67.4% | -11.0% | -56.4% | -65.2% |
| 6M | -74.0% | -20.1% | -53.9% | -70.8% |
| YTD | -79.6% | -36.3% | -43.2% | -74.4% |
| 1Y | -86.1% | -36.8% | -49.3% | -82.4% |
| 3Y | -41.4% | -9.5% | -31.8% | -41.5% |
| 5Y | -94.9% | +9.3% | -104.2% | -95.4% |
| All | -89.0% | -10.3% | -78.7% | -89.3% |
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