+358.3%
SE vs LVS
-23.5%
+381.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.7% |
| 7D | -1.5% | -3.9% | +2.4% | +0.2% |
| 30D | -22.3% | +7.1% | -29.4% | -24.7% |
| 3M | -41.8% | -13.2% | -28.6% | -38.2% |
| 6M | -22.4% | -22.8% | +0.4% | -13.4% |
| YTD | -41.6% | -38.0% | -3.6% | -28.9% |
| 1Y | -48.0% | -39.5% | -8.6% | -36.1% |
| 3Y | +63.9% | -12.2% | +76.0% | +60.7% |
| 5Y | -78.2% | +6.4% | -84.6% | -80.5% |
| All | +358.3% | -23.5% | +381.8% | +261.5% |
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