+11.1%
SMR vs LVS
+10.3%
+0.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.9% | +16.1% | +15.6% |
| 7D | +21.4% | +0.3% | +21.1% | +21.2% |
| 30D | +13.8% | -3.9% | +17.8% | +15.4% |
| 3M | +3.9% | -12.9% | +16.8% | +8.8% |
| 6M | -4.2% | -16.9% | +12.7% | +2.2% |
| YTD | -21.1% | -31.2% | +10.1% | -10.8% |
| 1Y | -67.1% | -16.4% | -50.7% | -65.5% |
| 3Y | +88.9% | -4.4% | +93.3% | +83.8% |
| All | +11.1% | +10.3% | +0.8% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling