-27.5%
TER vs LVS
-22.1%
-5.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.8% | +7.3% |
| 7D | +5.9% | -1.3% | +7.1% | +5.2% |
| 30D | -30.8% | +12.2% | -43.0% | -25.0% |
| 3M | -29.9% | -11.3% | -18.7% | -33.7% |
| 6M | -27.5% | -21.6% | -5.8% | -31.9% |
| All | -27.5% | -22.1% | -5.3% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling