+36.1%
LVS vs TAP
+78.5%
-42.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -3.9% | -6.3% | +2.4% | -1.1% |
| 30D | +7.1% | +2.7% | +4.4% | +5.5% |
| 3M | -13.2% | -3.7% | -9.5% | -12.2% |
| 6M | -22.8% | -2.0% | -20.8% | -22.9% |
| YTD | -38.0% | -12.3% | -25.7% | -35.5% |
| 1Y | -39.5% | -10.1% | -29.4% | -37.8% |
| 3Y | -12.2% | -25.3% | +13.1% | -4.0% |
| 5Y | +6.4% | -1.9% | +8.4% | -0.2% |
| 10Y | -13.3% | -47.8% | +34.5% | +1.1% |
| All | +36.1% | +78.5% | -42.4% | -16.0% |
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