+463.1%
STM vs LVS
-12.1%
+475.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -8.4% | +12.2% | -20.6% | -13.0% |
| 3M | -15.8% | -11.3% | -4.5% | -12.3% |
| 6M | -22.8% | -21.6% | -1.2% | -16.1% |
| YTD | +79.4% | -36.6% | +116.0% | +111.1% |
| 1Y | +97.0% | -38.4% | +135.4% | +134.5% |
| 3Y | +14.2% | -10.2% | +24.4% | +8.8% |
| 5Y | -4.5% | +9.4% | -13.9% | -21.7% |
| 10Y | +463.1% | -11.3% | +474.4% | +419.1% |
| All | +463.1% | -12.1% | +475.1% | +419.1% |
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