+1,242.6%
LVS vs TNA
+913.2%
+329.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.5% |
| 7D | -4.3% | -7.6% | +3.3% | -1.4% |
| 30D | -6.8% | -13.6% | +6.8% | -1.6% |
| 3M | -15.6% | +2.8% | -18.5% | -17.6% |
| 6M | -20.6% | +34.5% | -55.1% | -31.6% |
| YTD | -33.4% | +41.0% | -74.4% | -44.4% |
| 1Y | -20.1% | +52.0% | -72.2% | -36.7% |
| 3Y | -7.4% | +103.5% | -110.9% | -44.6% |
| 5Y | +8.5% | -22.5% | +31.0% | -16.6% |
| 10Y | -1.7% | +81.9% | -83.5% | -66.6% |
| All | +1,242.6% | +913.2% | +329.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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