+776.0%
STRL vs LVS
+5.2%
+770.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.6% |
| 7D | -26.9% | +11.1% | -38.0% | -29.4% |
| 30D | -52.7% | +14.7% | -67.3% | -54.7% |
| 3M | -52.8% | -10.9% | -41.9% | -51.6% |
| 6M | -71.5% | -22.3% | -49.1% | -69.6% |
| YTD | -17.4% | -35.8% | +18.4% | -7.7% |
| 1Y | -35.0% | -33.5% | -1.5% | -28.0% |
| 3Y | +239.2% | -11.7% | +250.9% | +233.4% |
| All | +776.0% | +5.2% | +770.8% | +688.9% |
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