-53.3%
W vs LVS
+7.4%
-60.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.7% |
| 7D | +1.1% | +6.7% | -5.6% | -2.8% |
| 30D | +6.4% | +13.8% | -7.4% | -1.8% |
| 3M | +9.0% | -9.5% | +18.4% | +15.5% |
| 6M | +69.8% | -22.0% | +91.8% | +96.3% |
| YTD | +12.1% | -35.7% | +47.7% | +44.5% |
| 1Y | 0.0% | -36.7% | +36.7% | +30.4% |
| 3Y | +160.3% | -8.8% | +169.2% | +154.8% |
| 5Y | -53.3% | +9.5% | -62.8% | -62.7% |
| All | -53.3% | +7.4% | -60.7% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling