+823.3%
SPYM vs LVS
+74.6%
+748.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -0.9% | -3.9% | +3.0% | -0.4% |
| 3M | +3.9% | -12.9% | +16.8% | +5.9% |
| 6M | +14.5% | -16.9% | +31.5% | +17.4% |
| YTD | +13.0% | -31.2% | +44.2% | +18.7% |
| 1Y | +19.4% | -16.4% | +35.8% | +21.5% |
| 3Y | +78.9% | -4.4% | +83.3% | +76.3% |
| 5Y | +82.3% | +6.7% | +75.7% | +72.5% |
| 10Y | +314.7% | +1.4% | +313.3% | +286.0% |
| All | +823.3% | +74.6% | +748.7% | +603.6% |
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 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