+24.3%
W vs LVS
-31.5%
+55.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.5% | +4.5% | +7.6% |
| 7D | +8.4% | +13.4% | -5.0% | +1.9% |
| 30D | +16.5% | +12.2% | +4.3% | +10.2% |
| 3M | +6.4% | -10.7% | +17.2% | +11.5% |
| 6M | +90.5% | -19.8% | +110.4% | +109.8% |
| YTD | +23.1% | -35.8% | +58.8% | +54.7% |
| 1Y | +24.3% | -31.8% | +56.1% | +37.4% |
| All | +24.3% | -31.5% | +55.8% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling