-77.0%
SE vs LVS
+9.9%
-86.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.4% |
| 7D | 0.0% | +6.7% | -6.7% | -3.7% |
| 30D | -19.4% | +13.8% | -33.1% | -25.3% |
| 3M | -33.1% | -9.5% | -23.6% | -29.3% |
| 6M | -11.4% | -22.0% | +10.6% | +1.5% |
| YTD | -39.8% | -35.7% | -4.1% | -23.9% |
| 1Y | -50.5% | -36.7% | -13.8% | -37.0% |
| 3Y | +68.9% | -8.8% | +77.7% | +55.1% |
| All | -77.0% | +9.9% | -86.8% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling