+318.0%
SPYM vs LVS
0.0%
+318.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -3.5% | +2.7% | +0.1% |
| 30D | -1.1% | -6.2% | +5.2% | +0.4% |
| 3M | +3.9% | -14.8% | +18.7% | +7.7% |
| 6M | +13.6% | -20.9% | +34.5% | +19.5% |
| YTD | +12.7% | -33.0% | +45.8% | +22.9% |
| 1Y | +17.6% | -20.0% | +37.6% | +22.0% |
| 3Y | +77.2% | -6.9% | +84.2% | +72.6% |
| 5Y | +84.1% | +9.1% | +75.0% | +63.7% |
| All | +318.0% | 0.0% | +318.0% | +268.4% |
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