-3.8%
LVS vs TAP
-50.5%
+46.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -4.3% | -5.3% | +1.0% | -2.4% |
| 30D | -6.8% | -7.4% | +0.5% | -4.2% |
| 3M | -15.6% | -4.9% | -10.7% | -14.3% |
| 6M | -20.6% | -14.2% | -6.4% | -16.5% |
| YTD | -33.4% | -14.8% | -18.6% | -30.1% |
| 1Y | -20.1% | -18.1% | -2.0% | -15.2% |
| 3Y | -7.4% | -32.7% | +25.3% | +4.6% |
| 5Y | +8.5% | -0.5% | +9.0% | +2.2% |
| All | -3.8% | -50.5% | +46.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling