+21.1%
STM vs LVS
-6.1%
+27.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -7.4% | -3.9% | -3.5% | -6.5% |
| 3M | -30.6% | -12.9% | -17.8% | -28.2% |
| 6M | +66.4% | -16.9% | +83.3% | +73.2% |
| YTD | +101.1% | -31.2% | +132.4% | +122.3% |
| 1Y | +97.4% | -16.4% | +113.8% | +101.2% |
| 3Y | +21.1% | -4.4% | +25.6% | +4.0% |
| All | +21.1% | -6.1% | +27.2% | +4.0% |
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