-40.9%
SE vs LVS
-18.2%
-22.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | -1.5% | -4.6% | -5.7% |
| 30D | -2.5% | -3.2% | +0.8% | -1.6% |
| 3M | +21.7% | -12.0% | +33.7% | +25.3% |
| 6M | +27.0% | -19.9% | +46.9% | +32.7% |
| YTD | -12.1% | -30.6% | +18.5% | -7.1% |
| 1Y | -40.9% | -17.7% | -23.2% | -37.6% |
| All | -40.9% | -18.2% | -22.7% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling