+52.3%
LVS vs TPR
+584.1%
-531.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | -2.3% | +0.8% | -0.3% |
| 30D | -3.2% | -23.0% | +19.7% | +9.0% |
| 3M | -12.0% | -12.5% | +0.5% | -7.6% |
| 6M | -19.9% | -21.4% | +1.5% | -12.4% |
| YTD | -30.6% | -3.5% | -27.1% | -32.5% |
| 1Y | -17.7% | +17.4% | -35.1% | -28.7% |
| 3Y | -14.2% | +291.3% | -305.5% | -63.6% |
| 5Y | +9.6% | +241.9% | -232.3% | -52.3% |
| 10Y | +5.7% | +322.7% | -317.0% | -68.1% |
| All | +52.3% | +584.1% | -531.8% | -75.3% |
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 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