+9,148.9%
STRL vs LVS
+69.2%
+9,079.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | -9.2% | -3.2% | -6.0% | -8.7% |
| 3M | -51.0% | -12.0% | -39.1% | -49.8% |
| 6M | +15.8% | -19.9% | +35.7% | +21.2% |
| YTD | +58.9% | -30.6% | +89.5% | +70.8% |
| 1Y | +68.5% | -17.7% | +86.3% | +74.3% |
| 3Y | +485.2% | -14.2% | +499.4% | +490.8% |
| 5Y | +2,005.1% | +9.6% | +1,995.5% | +1,845.3% |
| 10Y | +7,118.0% | +5.7% | +7,112.3% | +6,559.4% |
| All | +9,148.9% | +69.2% | +9,079.7% | +6,414.0% |
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