+196.3%
SE vs LVS
-6.1%
+202.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -0.1% | -3.9% | +3.8% | +1.1% |
| 3M | +34.1% | -12.9% | +47.0% | +39.4% |
| 6M | +23.2% | -16.9% | +40.2% | +29.8% |
| YTD | -11.2% | -31.2% | +20.1% | -1.8% |
| 1Y | -40.5% | -16.4% | -24.1% | -38.1% |
| 3Y | +196.3% | -4.4% | +200.7% | +179.5% |
| All | +196.3% | -6.1% | +202.3% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling