+39.7%
LVS vs TSN
+408.7%
-369.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | +10.0% | +8.5% | +1.5% | +5.6% |
| 3M | -11.0% | +5.3% | -16.3% | -13.6% |
| 6M | -20.1% | -10.5% | -9.7% | -16.4% |
| YTD | -36.3% | +3.0% | -39.3% | -38.6% |
| 1Y | -36.8% | +12.1% | -49.0% | -41.8% |
| 3Y | -9.5% | +43.1% | -52.7% | -28.5% |
| 5Y | +9.3% | -15.1% | +24.4% | +10.3% |
| 10Y | -11.0% | +14.8% | -25.8% | -30.2% |
| All | +39.7% | +408.7% | -369.0% | -68.5% |
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