+96.4%
U vs LVS
-20.7%
+117.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +3.6% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +27.6% | +10.0% | +17.6% | +20.8% |
| 3M | +15.3% | -11.0% | +26.4% | +26.1% |
| 6M | +96.4% | -20.1% | +116.5% | +137.9% |
| All | +96.4% | -20.7% | +117.1% | +137.9% |
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