+1,802.9%
TER vs LVS
-0.5%
+1,803.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | +9.4% | -4.3% | +13.7% | +11.4% |
| 30D | -2.4% | -6.8% | +4.4% | +0.1% |
| 3M | +6.5% | -15.6% | +22.2% | +13.3% |
| 6M | +23.2% | -20.6% | +43.8% | +34.1% |
| YTD | +91.5% | -33.4% | +124.9% | +123.4% |
| 1Y | +214.8% | -20.1% | +235.0% | +237.2% |
| 3Y | +275.3% | -7.4% | +282.8% | +266.1% |
| 5Y | +211.9% | +8.5% | +203.4% | +168.8% |
| All | +1,802.9% | -0.5% | +1,803.5% | +1,647.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling