-11.8%
LVS vs TPR
+365.1%
-376.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -3.9% | -1.1% | -2.7% | -3.5% |
| 30D | +7.1% | +15.1% | -8.0% | +1.4% |
| 3M | -13.2% | -13.4% | +0.2% | -9.4% |
| 6M | -22.8% | +1.4% | -24.2% | -24.7% |
| YTD | -38.0% | +4.8% | -42.8% | -41.2% |
| 1Y | -39.5% | +29.2% | -68.7% | -47.2% |
| 3Y | -12.2% | +403.7% | -415.9% | -58.6% |
| 5Y | +6.4% | +230.8% | -224.4% | -42.1% |
| All | -11.8% | +365.1% | -376.9% | -62.7% |
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