+233.5%
SPOT vs LVS
-7.9%
+241.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -3.1% | -3.5% | +0.4% | -2.4% |
| 30D | +7.4% | -6.2% | +13.6% | +8.7% |
| 3M | +8.2% | -14.8% | +23.0% | +11.3% |
| 6M | +2.2% | -20.9% | +23.1% | +6.3% |
| YTD | -9.5% | -33.0% | +23.6% | -3.6% |
| 1Y | -23.8% | -20.0% | -3.8% | -21.2% |
| 3Y | +233.5% | -6.9% | +240.4% | +218.1% |
| All | +233.5% | -7.9% | +241.3% | +218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling