-3.3%
LVS vs TRU
+147.2%
-150.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -3.5% | -2.7% | -0.7% | -2.4% |
| 30D | -6.2% | -2.0% | -4.2% | -5.7% |
| 3M | -14.8% | +18.4% | -33.3% | -21.1% |
| 6M | -20.9% | +8.9% | -29.7% | -24.6% |
| YTD | -33.0% | -8.9% | -24.1% | -32.4% |
| 1Y | -20.0% | -15.9% | -4.1% | -17.2% |
| 3Y | -6.9% | -1.1% | -5.8% | -15.2% |
| 5Y | +9.1% | -35.2% | +44.3% | +20.7% |
| All | -3.3% | +147.2% | -150.5% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling