-31.8%
LVS vs TENB
+64.9%
-96.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.5% |
| 7D | +13.4% | -2.8% | +16.2% | +13.4% |
| 30D | +12.2% | +22.9% | -10.7% | +11.8% |
| 3M | -10.7% | +31.7% | -42.5% | -11.0% |
| 6M | -19.8% | +127.3% | -147.1% | -25.9% |
| YTD | -35.8% | +101.2% | -137.0% | -40.2% |
| 1Y | -31.8% | +68.7% | -100.5% | -34.9% |
| All | -31.8% | +64.9% | -96.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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