+163.6%
W vs LVS
+1.8%
+161.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -4.2% | -1.5% | -2.7% | -3.4% |
| 30D | -7.6% | -3.2% | -4.3% | -6.2% |
| 3M | +37.2% | -12.0% | +49.1% | +45.5% |
| 6M | +26.3% | -19.9% | +46.2% | +40.1% |
| YTD | -1.0% | -30.6% | +29.7% | +17.2% |
| 1Y | +20.1% | -17.7% | +37.8% | +28.9% |
| 3Y | +37.8% | -14.2% | +52.0% | +42.9% |
| 5Y | -63.7% | +9.6% | -73.3% | -67.4% |
| 10Y | +156.3% | +5.7% | +150.7% | +122.3% |
| All | +163.6% | +1.8% | +161.8% | +112.9% |
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 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