+52.5%
V vs LVS
-6.1%
+58.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +1.9% | -3.9% | +5.8% | +2.4% |
| 3M | +15.5% | -12.9% | +28.4% | +17.7% |
| 6M | +16.6% | -16.9% | +33.6% | +19.3% |
| YTD | +5.7% | -31.2% | +37.0% | +10.9% |
| 1Y | +8.6% | -16.4% | +25.0% | +9.9% |
| 3Y | +52.5% | -4.4% | +56.9% | +45.7% |
| All | +52.5% | -6.1% | +58.6% | +45.7% |
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