-18.8%
OPEN vs LVS
-6.1%
-12.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.1% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | -11.9% | -3.9% | -8.0% | -10.0% |
| 3M | -28.8% | -12.9% | -15.9% | -23.9% |
| 6M | -38.6% | -16.9% | -21.7% | -32.5% |
| YTD | -47.3% | -31.2% | -16.1% | -36.9% |
| 1Y | -49.2% | -16.4% | -32.8% | -44.9% |
| 3Y | -18.8% | -4.4% | -14.4% | -22.4% |
| All | -18.8% | -6.1% | -12.7% | -22.4% |
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 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