-20.0%
LVS vs TCOM
-46.9%
+26.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -3.5% | -4.9% | +1.4% | -2.4% |
| 30D | -6.2% | -14.4% | +8.2% | -3.0% |
| 3M | -14.8% | -17.7% | +2.8% | -11.5% |
| 6M | -20.9% | -25.1% | +4.2% | -16.1% |
| YTD | -33.0% | -45.7% | +12.7% | -26.7% |
| 1Y | -20.0% | -47.9% | +27.8% | -11.0% |
| All | -20.0% | -46.9% | +26.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling