+229.2%
TER vs LVS
-19.9%
+249.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | +6.4% | -3.5% | +9.8% | +7.2% |
| 30D | -5.7% | -6.2% | +0.6% | -4.5% |
| 3M | -0.4% | -14.8% | +14.4% | +3.9% |
| 6M | +25.8% | -20.9% | +46.7% | +34.0% |
| YTD | +96.4% | -33.0% | +129.5% | +117.2% |
| 1Y | +229.2% | -20.0% | +249.2% | +251.6% |
| All | +229.2% | -19.9% | +249.1% | +251.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling