-3.3%
LVS vs TRI
+196.2%
-199.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -3.5% | -7.9% | +4.4% | -0.9% |
| 30D | -6.2% | -4.5% | -1.7% | -5.2% |
| 3M | -14.8% | +22.1% | -36.9% | -22.4% |
| 6M | -20.9% | -2.8% | -18.1% | -22.1% |
| YTD | -33.0% | -23.4% | -9.6% | -27.6% |
| 1Y | -20.0% | -41.5% | +21.5% | -2.0% |
| 3Y | -6.9% | -19.2% | +12.3% | -7.3% |
| 5Y | +9.1% | -9.4% | +18.5% | 0.0% |
| All | -3.3% | +196.2% | -199.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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