+4,706.5%
STRL vs LVS
+56.6%
+4,649.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.6% |
| 7D | -26.9% | +11.1% | -38.0% | -28.9% |
| 30D | -52.7% | +14.7% | -67.3% | -54.3% |
| 3M | -52.8% | -10.9% | -41.9% | -52.0% |
| 6M | -71.5% | -22.3% | -49.1% | -70.2% |
| YTD | -17.4% | -35.8% | +18.4% | -10.2% |
| 1Y | -35.0% | -33.5% | -1.5% | -29.8% |
| 3Y | +239.2% | -11.7% | +250.9% | +238.6% |
| 5Y | +830.2% | +2.6% | +827.5% | +770.3% |
| 10Y | +3,574.7% | -11.9% | +3,586.6% | +3,395.5% |
| All | +4,706.5% | +56.6% | +4,649.9% | +3,324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling