+48.7%
LVS vs TRI
+421.8%
-373.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.1% |
| 7D | -2.7% | -8.4% | +5.7% | +3.2% |
| 30D | -4.7% | -6.5% | +1.8% | -1.1% |
| 3M | -15.6% | +18.6% | -34.2% | -29.8% |
| 6M | -18.6% | -10.4% | -8.2% | -18.5% |
| YTD | -32.3% | -23.7% | -8.6% | -25.8% |
| 1Y | -18.0% | -42.5% | +24.4% | +13.0% |
| 3Y | -5.8% | -19.3% | +13.4% | -9.9% |
| 5Y | +5.7% | -9.7% | +15.4% | -11.6% |
| 10Y | 0.0% | +194.4% | -194.4% | -76.7% |
| All | +48.7% | +421.8% | -373.1% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling