-45.9%
SE vs LVS
-19.9%
-26.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -5.2% | -3.5% | -1.7% | -4.4% |
| 30D | -17.1% | -6.2% | -10.8% | -15.7% |
| 3M | +24.0% | -14.8% | +38.8% | +28.7% |
| 6M | +21.0% | -20.9% | +41.8% | +27.3% |
| YTD | -16.7% | -33.0% | +16.3% | -11.1% |
| 1Y | -45.9% | -20.0% | -25.9% | -42.1% |
| All | -45.9% | -19.9% | -26.0% | -42.1% |
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