-2.2%
LVS vs TECH
+190.5%
-192.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -4.7% | +0.3% | -5.0% | -4.8% |
| 3M | -15.6% | +32.9% | -48.5% | -24.4% |
| 6M | -18.6% | +32.1% | -50.7% | -28.0% |
| YTD | -32.3% | +23.4% | -55.6% | -38.9% |
| 1Y | -18.0% | +34.1% | -52.1% | -29.0% |
| 3Y | -5.8% | +2.2% | -8.0% | -14.0% |
| 5Y | +5.7% | -41.8% | +47.6% | +18.9% |
| All | -2.2% | +190.5% | -192.6% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling