-94.2%
OPEN vs LVS
+9.9%
-104.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -8.1% |
| 7D | -24.7% | +6.7% | -31.4% | -27.6% |
| 30D | -41.0% | +13.8% | -54.8% | -45.4% |
| 3M | -62.4% | -9.5% | -52.9% | -59.8% |
| 6M | -73.9% | -22.0% | -51.8% | -69.5% |
| YTD | -77.5% | -35.7% | -41.9% | -70.8% |
| 1Y | -83.6% | -36.7% | -46.9% | -78.4% |
| 3Y | -37.0% | -8.8% | -28.2% | -38.7% |
| All | -94.2% | +9.9% | -104.1% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling