+2,218.4%
TER vs LVS
+69.2%
+2,149.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | -8.3% | -3.2% | -5.0% | -7.6% |
| 3M | -12.2% | -12.0% | -0.2% | -9.6% |
| 6M | +17.1% | -19.9% | +37.0% | +23.6% |
| YTD | +84.7% | -30.6% | +115.3% | +101.9% |
| 1Y | +199.9% | -17.7% | +217.7% | +211.8% |
| 3Y | +232.8% | -14.2% | +247.0% | +238.3% |
| 5Y | +198.6% | +9.6% | +188.9% | +176.5% |
| 10Y | +1,669.7% | +5.7% | +1,664.1% | +1,510.4% |
| All | +2,218.4% | +69.2% | +2,149.2% | +1,402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling