+12.4%
U vs LVS
-5.4%
+17.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | +4.5% | +0.3% | +4.2% | +4.3% |
| 30D | -0.6% | -3.9% | +3.3% | +1.4% |
| 3M | +48.4% | -12.9% | +61.3% | +59.0% |
| 6M | +115.4% | -16.9% | +132.3% | +136.4% |
| YTD | -3.2% | -31.2% | +28.0% | +16.1% |
| 1Y | -6.0% | -16.4% | +10.4% | +1.3% |
| All | +12.4% | -5.4% | +17.8% | +4.5% |
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