+539.5%
STRL vs LVS
-6.8%
+546.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +8.2% | -2.7% | +10.9% | +9.2% |
| 30D | -6.3% | -4.7% | -1.6% | -5.1% |
| 3M | -41.2% | -15.6% | -25.6% | -38.0% |
| 6M | +20.4% | -18.6% | +39.0% | +28.3% |
| YTD | +61.7% | -32.3% | +94.0% | +82.0% |
| 1Y | +72.7% | -18.0% | +90.7% | +81.3% |
| All | +539.5% | -6.8% | +546.3% | +483.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling