-24.7%
STRL vs LVS
-36.4%
+11.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | -19.8% | +6.7% | -26.5% | -20.2% |
| 30D | -43.6% | +13.8% | -57.3% | -44.5% |
| 3M | -45.2% | -9.5% | -35.7% | -43.3% |
| 6M | -65.7% | -22.0% | -43.7% | -62.5% |
| YTD | -5.4% | -35.7% | +30.2% | +9.0% |
| 1Y | -24.7% | -36.7% | +12.0% | -11.1% |
| All | -24.7% | -36.4% | +11.7% | -11.1% |
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