-22.4%
SE vs LVS
-23.3%
+0.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.9% |
| 7D | -1.5% | -3.9% | +2.4% | +0.6% |
| 30D | -22.3% | +7.1% | -29.4% | -25.3% |
| 3M | -41.8% | -13.2% | -28.6% | -37.1% |
| 6M | -22.4% | -22.8% | +0.4% | -8.6% |
| All | -22.4% | -23.3% | +0.9% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling