+6.7%
LVS vs TPR
+230.0%
-223.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | +0.5% |
| 7D | +0.3% | -3.4% | +3.7% | +1.6% |
| 30D | -3.9% | -27.3% | +23.4% | +7.3% |
| 3M | -12.9% | -16.2% | +3.4% | -8.2% |
| 6M | -16.9% | -17.9% | +0.9% | -12.8% |
| YTD | -31.2% | -7.1% | -24.1% | -31.9% |
| 1Y | -16.4% | +13.6% | -30.0% | -24.8% |
| 3Y | -4.4% | +293.7% | -298.2% | -55.7% |
| 5Y | +6.7% | +239.1% | -232.4% | -48.1% |
| All | +6.7% | +230.0% | -223.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling