+278.5%
STM vs LVS
+56.9%
+221.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -7.9% | +6.7% | -14.6% | -9.4% |
| 30D | -14.1% | +13.8% | -27.9% | -16.8% |
| 3M | -17.6% | -9.5% | -8.1% | -16.1% |
| 6M | -24.2% | -22.0% | -2.2% | -20.6% |
| YTD | +73.3% | -35.7% | +109.0% | +88.9% |
| 1Y | +90.1% | -36.7% | +126.8% | +107.8% |
| 3Y | +10.3% | -8.8% | +19.2% | +8.9% |
| 5Y | -5.7% | +9.5% | -15.3% | -12.4% |
| 10Y | +444.1% | -10.9% | +455.0% | +421.3% |
| All | +278.5% | +56.9% | +221.6% | +195.6% |
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