+72.6%
XYZ vs LVS
-11.1%
+83.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +12.1% | +11.1% | +1.1% | +7.3% |
| 30D | +12.4% | +14.7% | -2.3% | +6.1% |
| 3M | +8.2% | -10.9% | +19.1% | +13.5% |
| 6M | +20.7% | -22.3% | +43.0% | +33.8% |
| YTD | +31.3% | -35.8% | +67.1% | +56.7% |
| 1Y | +20.5% | -33.5% | +54.0% | +41.1% |
| 3Y | +72.6% | -11.7% | +84.3% | +72.6% |
| All | +72.6% | -11.1% | +83.8% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling