-7.4%
LVS vs TRU
-2.2%
-5.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.3% | -9.4% | +5.1% | -2.1% |
| 30D | -6.8% | -4.1% | -2.7% | -6.0% |
| 3M | -15.6% | +13.6% | -29.2% | -18.6% |
| 6M | -20.6% | +3.6% | -24.2% | -22.0% |
| YTD | -33.4% | -9.8% | -23.6% | -32.7% |
| 1Y | -20.1% | -13.6% | -6.5% | -18.6% |
| All | -7.4% | -2.2% | -5.2% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling