-12.4%
SOUN vs LVS
+36.0%
-48.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | -18.1% | -3.9% | -14.2% | -16.2% |
| 3M | -12.3% | -12.9% | +0.6% | -5.1% |
| 6M | -18.6% | -16.9% | -1.6% | -9.2% |
| YTD | -34.1% | -31.2% | -2.9% | -18.5% |
| 1Y | -57.0% | -16.4% | -40.6% | -54.0% |
| 3Y | +185.7% | -4.4% | +190.1% | +166.4% |
| All | -12.4% | +36.0% | -48.4% | -39.0% |
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 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