-3.3%
LVS vs TROW
+130.0%
-133.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -3.5% | -3.2% | -0.3% | -1.8% |
| 30D | -6.2% | -4.6% | -1.6% | -3.9% |
| 3M | -14.8% | -0.7% | -14.2% | -15.1% |
| 6M | -20.9% | +22.2% | -43.1% | -29.5% |
| YTD | -33.0% | +6.6% | -39.7% | -36.2% |
| 1Y | -20.0% | +5.8% | -25.8% | -23.9% |
| 3Y | -6.9% | +11.6% | -18.5% | -15.4% |
| 5Y | +9.1% | -38.9% | +48.0% | +34.0% |
| All | -3.3% | +130.0% | -133.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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