+159.2%
W vs LVS
+1.2%
+158.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.9% |
| 7D | +5.9% | -2.7% | +8.6% | +7.5% |
| 30D | -3.0% | -4.7% | +1.6% | -0.6% |
| 3M | +40.3% | -15.6% | +55.9% | +52.9% |
| 6M | +32.2% | -18.6% | +50.9% | +46.6% |
| YTD | -0.3% | -32.3% | +32.0% | +21.1% |
| 1Y | +16.2% | -18.0% | +34.2% | +25.6% |
| 3Y | +40.7% | -5.8% | +46.6% | +39.2% |
| 5Y | -62.3% | +5.7% | -68.1% | -66.3% |
| All | +159.2% | +1.2% | +158.1% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling