+52.3%
LVS vs TSN
+344.7%
-292.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | 0.0% |
| 7D | -1.5% | -6.3% | +4.8% | +1.6% |
| 30D | -3.2% | -10.8% | +7.6% | +2.2% |
| 3M | -12.0% | -8.8% | -3.2% | -8.4% |
| 6M | -19.9% | -16.8% | -3.1% | -13.6% |
| YTD | -30.6% | -10.0% | -20.6% | -28.4% |
| 1Y | -17.7% | -5.3% | -12.5% | -17.7% |
| 3Y | -14.2% | +8.5% | -22.7% | -22.0% |
| 5Y | +9.6% | -22.9% | +32.6% | +15.8% |
| 10Y | +5.7% | -12.6% | +18.3% | -4.8% |
| All | +52.3% | +344.7% | -292.5% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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