-25.9%
STRL vs LVS
-31.5%
+5.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.5% | -27.9% | -21.8% |
| 7D | -27.1% | +13.4% | -40.5% | -28.4% |
| 30D | -45.8% | +12.2% | -58.0% | -46.6% |
| 3M | -47.6% | -10.7% | -36.9% | -45.7% |
| 6M | -46.4% | -19.8% | -26.6% | -42.2% |
| YTD | -7.4% | -35.8% | +28.4% | +5.8% |
| 1Y | -25.9% | -31.8% | +5.9% | -18.4% |
| All | -25.9% | -31.5% | +5.7% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling