+252.8%
SPOT vs LVS
-28.7%
+281.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | +7.4% | -6.2% | +13.6% | +9.5% |
| 3M | +8.2% | -14.8% | +23.0% | +13.5% |
| 6M | +2.2% | -20.9% | +23.1% | +9.2% |
| YTD | -9.5% | -33.0% | +23.6% | +1.1% |
| 1Y | -23.8% | -20.0% | -3.8% | -20.0% |
| 3Y | +233.5% | -6.9% | +240.4% | +222.6% |
| 5Y | +112.2% | +9.1% | +103.1% | +86.3% |
| All | +252.8% | -28.7% | +281.6% | +230.9% |
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 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