-26.3%
LVS vs TW
+206.7%
-233.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -3.5% | -4.5% | +1.0% | -2.3% |
| 30D | -6.2% | -2.3% | -4.0% | -5.8% |
| 3M | -14.8% | +2.6% | -17.4% | -15.9% |
| 6M | -20.9% | -17.5% | -3.3% | -17.3% |
| YTD | -33.0% | -5.3% | -27.7% | -33.0% |
| 1Y | -20.0% | -14.8% | -5.2% | -17.6% |
| 3Y | -6.9% | +18.8% | -25.8% | -16.1% |
| 5Y | +9.1% | +20.7% | -11.6% | -4.5% |
| All | -26.3% | +206.7% | -233.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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