-23.0%
LVS vs TLN
+571.8%
-594.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.5% |
| 7D | -4.3% | +2.0% | -6.3% | -4.4% |
| 30D | -6.8% | -12.9% | +6.1% | -6.0% |
| 3M | -15.6% | -7.4% | -8.2% | -15.6% |
| 6M | -20.6% | -6.0% | -14.6% | -21.0% |
| YTD | -33.4% | -16.9% | -16.5% | -33.2% |
| 1Y | -20.1% | -22.6% | +2.5% | -19.6% |
| 3Y | -7.4% | +469.0% | -476.4% | -34.3% |
| All | -23.0% | +571.8% | -594.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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