+664.5%
STM vs LVS
+0.3%
+664.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.8% |
| 30D | -5.2% | -4.7% | -0.5% | -3.5% |
| 3M | -29.6% | -15.6% | -14.0% | -25.0% |
| 6M | +54.4% | -18.6% | +73.0% | +65.2% |
| YTD | +99.5% | -32.3% | +131.8% | +129.8% |
| 1Y | +100.8% | -18.0% | +118.8% | +108.4% |
| 3Y | +20.2% | -5.8% | +26.0% | +12.9% |
| 5Y | +21.1% | +5.7% | +15.4% | +0.8% |
| 10Y | +664.5% | 0.0% | +664.5% | +579.6% |
| All | +664.5% | +0.3% | +664.3% | +579.6% |
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 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