+39.7%
LVS vs TECH
+779.8%
-740.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +10.0% | +0.5% | +9.5% | +9.7% |
| 3M | -11.0% | +1.1% | -12.1% | -11.5% |
| 6M | -20.1% | +62.8% | -83.0% | -38.1% |
| YTD | -36.3% | +24.5% | -60.8% | -45.2% |
| 1Y | -36.8% | +20.6% | -57.5% | -45.0% |
| 3Y | -9.5% | +29.5% | -39.0% | -30.6% |
| 5Y | +9.3% | -40.9% | +50.2% | +25.0% |
| 10Y | -11.0% | +189.5% | -200.5% | -67.0% |
| All | +39.7% | +779.8% | -740.0% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling