+41.2%
LVS vs TPR
+659.6%
-618.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +6.7% | +12.1% | -5.4% | +0.6% |
| 30D | +13.8% | +16.7% | -2.9% | +5.0% |
| 3M | -9.5% | -17.4% | +7.9% | -2.0% |
| 6M | -22.0% | +2.3% | -24.3% | -25.0% |
| YTD | -35.7% | +7.1% | -42.8% | -40.9% |
| 1Y | -36.7% | +29.5% | -66.2% | -47.5% |
| 3Y | -8.8% | +415.0% | -423.9% | -66.7% |
| 5Y | +9.5% | +261.5% | -251.9% | -53.6% |
| 10Y | -10.9% | +383.3% | -394.2% | -75.0% |
| All | +41.2% | +659.6% | -618.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling