+48.7%
LVS vs TDY
+1,867.7%
-1,819.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.5% |
| 30D | -4.7% | -13.8% | +9.1% | +4.9% |
| 3M | -15.6% | -3.9% | -11.7% | -14.1% |
| 6M | -18.6% | -9.0% | -9.6% | -14.8% |
| YTD | -32.3% | +16.5% | -48.8% | -40.5% |
| 1Y | -18.0% | +9.3% | -27.3% | -25.4% |
| 3Y | -5.8% | +45.1% | -50.9% | -30.9% |
| 5Y | +5.7% | +35.0% | -29.2% | -19.7% |
| 10Y | 0.0% | +469.0% | -469.0% | -74.3% |
| All | +48.7% | +1,867.7% | -1,819.0% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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