-63.2%
SPCH vs LVS
-18.6%
-44.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.5% | -14.1% | -5.4% |
| 7D | -13.4% | +13.4% | -26.8% | -9.9% |
| 30D | -39.6% | +12.2% | -51.8% | -37.1% |
| 3M | -1.4% | -10.7% | +9.3% | -4.0% |
| All | -63.2% | -18.6% | -44.6% | -61.9% |
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 · Available span rolling