+7.0%
SHW vs LVS
-31.5%
+38.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | +0.2% | +5.3% |
| 7D | +13.3% | +13.4% | -0.1% | +10.8% |
| 30D | +14.1% | +12.2% | +2.0% | +11.8% |
| 3M | +0.8% | -10.7% | +11.5% | +1.2% |
| 6M | +17.6% | -19.8% | +37.5% | +19.0% |
| YTD | +13.0% | -35.8% | +48.8% | +15.3% |
| 1Y | +7.0% | -31.8% | +38.8% | +7.0% |
| All | +7.0% | -31.5% | +38.5% | +7.0% |
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