+75.8%
SPYM vs LVS
-8.3%
+84.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.2% |
| 30D | -1.6% | -6.8% | +5.2% | -0.4% |
| 3M | +4.7% | -15.6% | +20.4% | +7.9% |
| 6M | +12.6% | -20.6% | +33.2% | +17.0% |
| YTD | +11.8% | -33.4% | +45.2% | +19.9% |
| 1Y | +17.5% | -20.1% | +37.7% | +20.9% |
| All | +75.8% | -8.3% | +84.1% | +65.6% |
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