-31.8%
LVS vs TPR
+20.9%
-52.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +2.9% | +6.0% |
| 7D | +13.4% | +12.6% | +0.8% | +11.6% |
| 30D | +12.2% | +7.1% | +5.0% | +11.1% |
| 3M | -10.7% | -19.4% | +8.6% | -9.3% |
| 6M | -19.8% | -9.7% | -10.1% | -20.3% |
| YTD | -35.8% | -1.0% | -34.8% | -36.2% |
| 1Y | -31.8% | +19.3% | -51.1% | -34.3% |
| All | -31.8% | +20.9% | -52.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling