+155.2%
W vs LVS
0.0%
+155.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.9% | -3.5% | +2.6% | +1.0% |
| 30D | -4.2% | -6.2% | +2.0% | -1.0% |
| 3M | +26.9% | -14.8% | +41.7% | +37.6% |
| 6M | +31.2% | -20.9% | +52.1% | +47.7% |
| YTD | -1.8% | -33.0% | +31.2% | +20.0% |
| 1Y | +9.3% | -20.0% | +29.3% | +19.8% |
| 3Y | +33.2% | -6.9% | +40.1% | +32.7% |
| 5Y | -62.4% | +9.1% | -71.5% | -66.8% |
| All | +155.2% | 0.0% | +155.2% | +125.7% |
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 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