-31.8%
LVS vs TRU
+2.1%
-33.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.6% | +1.9% | +5.8% |
| 7D | +13.4% | +10.5% | +2.9% | +11.8% |
| 30D | +12.2% | +28.7% | -16.5% | +8.0% |
| 3M | -10.7% | +0.7% | -11.4% | -11.5% |
| 6M | -19.8% | +19.3% | -39.2% | -22.4% |
| YTD | -35.8% | -3.7% | -32.0% | -37.8% |
| 1Y | -31.8% | +3.4% | -35.2% | -35.0% |
| All | -31.8% | +2.1% | -33.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling