+3,877.5%
STRL vs LVS
-13.0%
+3,890.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -19.8% | +6.7% | -26.5% | -22.4% |
| 30D | -43.6% | +13.8% | -57.3% | -46.7% |
| 3M | -45.2% | -9.5% | -35.7% | -43.9% |
| 6M | -65.7% | -22.0% | -43.7% | -63.0% |
| YTD | -5.4% | -35.7% | +30.2% | +8.9% |
| 1Y | -24.7% | -36.7% | +12.0% | -12.6% |
| 3Y | +335.0% | -8.8% | +343.9% | +320.8% |
| 5Y | +915.3% | +9.5% | +905.8% | +744.5% |
| 10Y | +3,877.5% | -10.9% | +3,888.4% | +3,404.5% |
| All | +3,877.5% | -13.0% | +3,890.5% | +3,404.5% |
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