-85.6%
SMR vs LVS
-31.5%
-54.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -6.6% |
| 7D | -9.5% | +13.4% | -22.9% | -13.7% |
| 30D | -33.2% | +12.2% | -45.4% | -36.1% |
| 3M | -45.9% | -10.7% | -35.2% | -43.2% |
| 6M | -57.9% | -19.8% | -38.1% | -53.9% |
| YTD | -63.8% | -35.8% | -28.0% | -60.1% |
| 1Y | -85.6% | -31.8% | -53.8% | -83.7% |
| All | -85.6% | -31.5% | -54.1% | -83.7% |
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