+9.3%
W vs LVS
-19.9%
+29.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.9% | -3.5% | +2.6% | +0.3% |
| 30D | -4.2% | -6.2% | +2.0% | -2.3% |
| 3M | +26.9% | -14.8% | +41.7% | +33.3% |
| 6M | +31.2% | -20.9% | +52.1% | +41.3% |
| YTD | -1.8% | -33.0% | +31.2% | +9.5% |
| 1Y | +9.3% | -20.0% | +29.3% | +18.2% |
| All | +9.3% | -19.9% | +29.2% | +18.2% |
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