+251.0%
SPOT vs LVS
-27.9%
+278.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -6.5% | -2.7% | -3.8% | -5.7% |
| 30D | +2.2% | -4.7% | +6.9% | +3.7% |
| 3M | +5.4% | -15.6% | +21.0% | +10.9% |
| 6M | -4.0% | -18.6% | +14.6% | +1.7% |
| YTD | -9.9% | -32.3% | +22.3% | +0.2% |
| 1Y | -27.3% | -18.0% | -9.3% | -24.2% |
| 3Y | +236.4% | -5.8% | +242.2% | +224.3% |
| 5Y | +112.6% | +5.7% | +106.9% | +88.0% |
| All | +251.0% | -27.9% | +278.9% | +228.0% |
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