+198.3%
W vs LVS
-5.6%
+203.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.5% |
| 7D | +1.1% | +6.7% | -5.6% | -2.1% |
| 30D | +6.4% | +13.8% | -7.4% | -0.2% |
| 3M | +9.0% | -9.5% | +18.4% | +14.3% |
| 6M | +69.8% | -22.0% | +91.8% | +90.9% |
| YTD | +12.1% | -35.7% | +47.7% | +37.5% |
| 1Y | 0.0% | -36.7% | +36.7% | +23.8% |
| 3Y | +160.3% | -8.8% | +169.2% | +163.3% |
| 5Y | -53.3% | +9.5% | -62.8% | -57.5% |
| 10Y | +217.0% | -10.9% | +227.9% | +192.3% |
| All | +198.3% | -5.6% | +203.9% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling