+20.7%
XYZ vs LVS
-31.5%
+52.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.5% | +8.8% | +12.6% |
| 7D | +16.5% | +13.4% | +3.1% | +11.3% |
| 30D | +15.0% | +12.2% | +2.8% | +10.2% |
| 3M | +3.5% | -10.7% | +14.3% | +6.9% |
| 6M | +21.9% | -19.8% | +41.7% | +29.8% |
| YTD | +34.6% | -35.8% | +70.4% | +43.8% |
| 1Y | +20.7% | -31.8% | +52.5% | +30.1% |
| All | +20.7% | -31.5% | +52.3% | +30.1% |
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