-20.5%
LVS vs TLN
+602.5%
-623.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.1% |
| 7D | +0.3% | +10.9% | -10.6% | -0.4% |
| 30D | -3.9% | -6.3% | +2.4% | -3.5% |
| 3M | -12.9% | -10.7% | -2.2% | -12.5% |
| 6M | -16.9% | +1.6% | -18.6% | -17.9% |
| YTD | -31.2% | -13.1% | -18.2% | -31.2% |
| 1Y | -16.4% | -15.1% | -1.4% | -16.5% |
| 3Y | -4.4% | +495.0% | -499.4% | -32.4% |
| All | -20.5% | +602.5% | -623.0% | -44.0% |
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