-26.7%
LVS vs TLN
+716.6%
-743.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.7% |
| 7D | -1.3% | +15.9% | -17.1% | -2.1% |
| 30D | +12.2% | -0.3% | +12.5% | +12.1% |
| 3M | -11.3% | +5.8% | -17.1% | -11.9% |
| 6M | -21.6% | -1.2% | -20.4% | -22.1% |
| YTD | -36.6% | +1.0% | -37.6% | -37.4% |
| 1Y | -38.4% | +1.1% | -39.5% | -39.2% |
| 3Y | -10.2% | +591.7% | -601.9% | -37.3% |
| All | -26.7% | +716.6% | -743.3% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling