-70.8%
OPEN vs LVS
-2.3%
-68.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -4.3% | -1.5% | -2.8% | -3.5% |
| 30D | -16.2% | -3.2% | -13.0% | -14.7% |
| 3M | -36.4% | -12.0% | -24.4% | -32.2% |
| 6M | -35.5% | -19.9% | -15.6% | -27.6% |
| YTD | -46.0% | -30.6% | -15.3% | -35.3% |
| 1Y | -47.1% | -17.7% | -29.4% | -42.4% |
| 3Y | -19.0% | -14.2% | -4.8% | -16.7% |
| 5Y | -83.6% | +9.6% | -93.2% | -85.9% |
| All | -70.8% | -2.3% | -68.6% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling