+1,872.3%
TER vs LVS
+1.2%
+1,871.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | +12.4% | -2.7% | +15.1% | +13.6% |
| 30D | +5.1% | -4.7% | +9.8% | +6.9% |
| 3M | +4.0% | -15.6% | +19.5% | +10.6% |
| 6M | +29.5% | -18.6% | +48.2% | +39.6% |
| YTD | +98.5% | -32.3% | +130.7% | +129.8% |
| 1Y | +234.1% | -18.0% | +252.1% | +253.9% |
| 3Y | +289.0% | -5.8% | +294.9% | +276.7% |
| 5Y | +228.2% | +5.7% | +222.4% | +185.9% |
| All | +1,872.3% | +1.2% | +1,871.2% | +1,698.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling