+208.9%
W vs LVS
-12.8%
+221.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.4% |
| 7D | -1.7% | -3.9% | +2.2% | +0.4% |
| 30D | +3.2% | +7.1% | -3.8% | -0.5% |
| 3M | +8.3% | -13.2% | +21.5% | +16.6% |
| 6M | +84.3% | -22.8% | +107.1% | +110.2% |
| YTD | +11.0% | -38.0% | +49.0% | +41.4% |
| 1Y | -0.2% | -39.5% | +39.3% | +28.9% |
| 3Y | +157.9% | -12.2% | +170.1% | +164.9% |
| 5Y | -56.8% | +6.4% | -63.2% | -60.9% |
| All | +208.9% | -12.8% | +221.7% | +198.8% |
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