-19.8%
LVS vs TLN
+583.6%
-603.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.6% |
| 7D | -1.5% | +7.1% | -8.5% | -2.0% |
| 30D | -3.2% | -3.9% | +0.7% | -3.0% |
| 3M | -12.0% | -16.2% | +4.2% | -11.2% |
| 6M | -19.9% | -5.8% | -14.1% | -20.3% |
| YTD | -30.6% | -15.4% | -15.2% | -30.5% |
| 1Y | -17.7% | -16.7% | -1.1% | -17.7% |
| 3Y | -14.2% | +473.8% | -488.0% | -39.0% |
| All | -19.8% | +583.6% | -603.3% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling