+3,667.9%
STRL vs LVS
-10.5%
+3,678.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.7% | -4.0% |
| 7D | +15.7% | -0.8% | +16.5% | +15.8% |
| 30D | -35.5% | +10.0% | -45.5% | -38.3% |
| 3M | -47.1% | -11.0% | -36.1% | -45.5% |
| 6M | -65.8% | -20.1% | -45.6% | -63.4% |
| YTD | -4.5% | -36.3% | +31.8% | +10.3% |
| 1Y | -10.5% | -36.8% | +26.4% | +3.8% |
| 3Y | +340.6% | -9.5% | +350.2% | +327.0% |
| 5Y | +911.0% | +9.3% | +901.7% | +739.8% |
| All | +3,667.9% | -10.5% | +3,678.4% | +3,184.8% |
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