+6.4%
LVS vs TRI
-10.0%
+16.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -3.5% | -7.9% | +4.4% | -1.8% |
| 30D | -6.2% | -4.5% | -1.7% | -5.6% |
| 3M | -14.8% | +22.1% | -36.9% | -20.1% |
| 6M | -20.9% | -2.8% | -18.1% | -21.5% |
| YTD | -33.0% | -23.4% | -9.6% | -27.8% |
| 1Y | -20.0% | -41.5% | +21.5% | -3.8% |
| 3Y | -6.9% | -19.2% | +12.3% | -10.0% |
| All | +6.4% | -10.0% | +16.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling