+6.4%
LVS vs TENB
-35.4%
+41.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.7% |
| 7D | -3.5% | -12.1% | +8.6% | -1.0% |
| 30D | -6.2% | -18.6% | +12.4% | -2.9% |
| 3M | -14.8% | +12.1% | -26.9% | -19.0% |
| 6M | -20.9% | +46.8% | -67.7% | -30.4% |
| YTD | -33.0% | +28.0% | -61.0% | -39.4% |
| 1Y | -20.0% | -1.4% | -18.6% | -22.7% |
| 3Y | -6.9% | -33.9% | +27.0% | -3.2% |
| All | +6.4% | -35.4% | +41.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling