-0.3%
SPOT vs LVS
-31.5%
+31.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +2.9% |
| 7D | +16.6% | +13.4% | +3.2% | +13.0% |
| 30D | +29.9% | +12.2% | +17.7% | +26.1% |
| 3M | +31.3% | -10.7% | +42.0% | +35.4% |
| 6M | +43.2% | -19.8% | +63.0% | +50.6% |
| YTD | +8.1% | -35.8% | +43.9% | +16.3% |
| 1Y | -0.3% | -31.8% | +31.5% | +4.9% |
| All | -0.3% | -31.5% | +31.2% | +4.9% |
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 · 6 months rolling