0.0%
LVS vs TPR
+299.5%
-299.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.2% |
| 7D | -2.7% | -7.3% | +4.6% | +0.1% |
| 30D | -4.7% | -30.7% | +26.0% | +8.5% |
| 3M | -15.6% | -21.6% | +6.0% | -8.7% |
| 6M | -18.6% | -21.3% | +2.7% | -13.0% |
| YTD | -32.3% | -10.2% | -22.1% | -31.7% |
| 1Y | -18.0% | +9.5% | -27.5% | -24.3% |
| 3Y | -5.8% | +280.8% | -286.6% | -50.3% |
| 5Y | +5.7% | +218.7% | -213.0% | -41.6% |
| 10Y | 0.0% | +306.7% | -306.6% | -55.3% |
| All | 0.0% | +299.5% | -299.4% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling