-14.4%
SMR vs LVS
+7.4%
-21.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -15.9% |
| 7D | -11.2% | -3.5% | -7.8% | -10.2% |
| 30D | -10.2% | -6.2% | -4.0% | -8.3% |
| 3M | -10.0% | -14.8% | +4.8% | -5.0% |
| 6M | -30.5% | -20.9% | -9.6% | -24.6% |
| YTD | -39.2% | -33.0% | -6.2% | -30.7% |
| 1Y | -75.5% | -20.0% | -55.5% | -74.0% |
| 3Y | +45.4% | -6.9% | +52.4% | +42.9% |
| All | -14.4% | +7.4% | -21.9% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling