-11.7%
LVS vs TPR
+407.4%
-419.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +11.1% | +14.2% | -3.1% | +7.5% |
| 30D | +14.7% | +17.1% | -2.4% | +10.3% |
| 3M | -10.9% | -17.7% | +6.8% | -7.5% |
| 6M | -22.3% | -10.2% | -12.2% | -21.6% |
| YTD | -35.8% | +4.9% | -40.7% | -38.2% |
| 1Y | -33.5% | +36.1% | -69.6% | -40.6% |
| 3Y | -11.7% | +416.5% | -428.2% | -51.3% |
| All | -11.7% | +407.4% | -419.1% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling