+52.3%
LVS vs TAP
+82.7%
-30.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.5% | -2.3% | +0.8% | -0.5% |
| 30D | -3.2% | -2.1% | -1.1% | -2.4% |
| 3M | -12.0% | +6.6% | -18.6% | -14.8% |
| 6M | -19.9% | -11.5% | -8.4% | -16.2% |
| YTD | -30.6% | -10.3% | -20.4% | -28.2% |
| 1Y | -17.7% | -14.4% | -3.4% | -13.6% |
| 3Y | -14.2% | -28.3% | +14.1% | -4.3% |
| 5Y | +9.6% | +1.7% | +7.9% | +1.5% |
| 10Y | +5.7% | -49.2% | +54.9% | +25.5% |
| All | +52.3% | +82.7% | -30.4% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling