-3.8%
LVS vs TECH
+189.8%
-193.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -15.6% | +37.4% | -53.1% | -25.3% |
| 6M | -20.6% | +36.9% | -57.5% | -30.7% |
| YTD | -33.4% | +23.1% | -56.5% | -39.8% |
| 1Y | -20.1% | +42.2% | -62.4% | -32.3% |
| 3Y | -7.4% | +1.9% | -9.4% | -15.4% |
| 5Y | +8.5% | -42.9% | +51.4% | +23.1% |
| All | -3.8% | +189.8% | -193.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling