-62.4%
W vs LVS
+6.8%
-69.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | -6.2% | -3.9% | -2.3% | -4.1% |
| 3M | +48.9% | -12.9% | +61.7% | +60.7% |
| 6M | +31.2% | -16.9% | +48.1% | +45.2% |
| YTD | -0.4% | -31.2% | +30.8% | +22.4% |
| 1Y | +14.8% | -16.4% | +31.2% | +23.4% |
| 3Y | +40.5% | -4.4% | +44.9% | +34.5% |
| All | -62.4% | +6.8% | -69.2% | -68.9% |
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