+2,063.1%
STRL vs LVS
+5.4%
+2,057.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.4% | -1.5% | +4.9% | +3.8% |
| 30D | -9.2% | -3.2% | -6.0% | -8.6% |
| 3M | -51.0% | -12.0% | -39.1% | -49.4% |
| 6M | +15.8% | -19.9% | +35.7% | +22.8% |
| YTD | +58.9% | -30.6% | +89.5% | +74.5% |
| 1Y | +68.5% | -17.7% | +86.3% | +75.8% |
| 3Y | +485.2% | -14.2% | +499.4% | +481.6% |
| All | +2,063.1% | +5.4% | +2,057.7% | +1,870.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling