+1,520.5%
TER vs LVS
+55.3%
+1,465.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.1% |
| 7D | +14.4% | -0.8% | +15.2% | +14.5% |
| 30D | -30.6% | +10.0% | -40.6% | -32.7% |
| 3M | -39.2% | -11.0% | -28.2% | -37.8% |
| 6M | -31.3% | -20.1% | -11.1% | -27.9% |
| YTD | +29.1% | -36.3% | +65.4% | +43.5% |
| 1Y | +47.4% | -36.8% | +84.3% | +64.3% |
| 3Y | +191.2% | -9.5% | +200.8% | +190.4% |
| 5Y | +74.0% | +9.3% | +64.7% | +61.4% |
| 10Y | +1,005.1% | -11.0% | +1,016.0% | +944.2% |
| All | +1,520.5% | +55.3% | +1,465.2% | +967.6% |
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 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