+16.1%
LVS vs TRU
+228.6%
-212.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.2% |
| 7D | +0.3% | -7.2% | +7.5% | +3.1% |
| 30D | -3.9% | -2.8% | -1.1% | -3.0% |
| 3M | -12.9% | +13.0% | -25.9% | -17.8% |
| 6M | -16.9% | +0.7% | -17.6% | -18.5% |
| YTD | -31.2% | -9.0% | -22.3% | -30.6% |
| 1Y | -16.4% | -16.3% | -0.1% | -13.4% |
| 3Y | -4.4% | -1.1% | -3.4% | -13.1% |
| 5Y | +6.7% | -36.0% | +42.7% | +17.6% |
| 10Y | +1.4% | +139.9% | -138.4% | -37.1% |
| All | +16.1% | +228.6% | -212.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling