+6.7%
LVS vs TAP
0.0%
+6.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +1.1% |
| 30D | -3.9% | -9.4% | +5.5% | -0.7% |
| 3M | -12.9% | -0.8% | -12.1% | -12.9% |
| 6M | -16.9% | -14.7% | -2.2% | -12.8% |
| YTD | -31.2% | -13.9% | -17.3% | -28.3% |
| 1Y | -16.4% | -18.6% | +2.2% | -11.3% |
| 3Y | -4.4% | -32.0% | +27.6% | +7.5% |
| 5Y | +6.7% | -1.0% | +7.6% | -11.1% |
| All | +6.7% | 0.0% | +6.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling