+210.2%
TER vs LVS
-9.4%
+219.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.8% | +8.8% |
| 7D | +5.9% | -1.3% | +7.1% | +6.2% |
| 30D | -30.8% | +12.2% | -43.0% | -34.0% |
| 3M | -29.9% | -11.3% | -18.7% | -27.2% |
| 6M | -27.5% | -21.6% | -5.8% | -21.0% |
| YTD | +37.5% | -36.6% | +74.1% | +63.1% |
| 1Y | +50.3% | -38.4% | +88.6% | +80.6% |
| All | +210.2% | -9.4% | +219.6% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling