-64.9%
SE vs LVS
+6.8%
-71.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -0.1% | -3.9% | +3.8% | +2.1% |
| 3M | +34.1% | -12.9% | +47.0% | +44.0% |
| 6M | +23.2% | -16.9% | +40.2% | +35.5% |
| YTD | -11.2% | -31.2% | +20.1% | +7.4% |
| 1Y | -40.5% | -16.4% | -24.1% | -36.9% |
| 3Y | +196.3% | -4.4% | +200.7% | +168.7% |
| All | -64.9% | +6.8% | -71.7% | -74.4% |
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