+8.5%
LVS vs TW
+19.6%
-11.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.3% | -2.7% | -1.6% | -3.6% |
| 30D | -6.8% | -1.7% | -5.1% | -6.5% |
| 3M | -15.6% | +1.6% | -17.2% | -16.5% |
| 6M | -20.6% | -17.7% | -2.9% | -16.9% |
| YTD | -33.4% | -4.3% | -29.1% | -33.5% |
| 1Y | -20.1% | -13.1% | -7.0% | -18.0% |
| 3Y | -7.4% | +20.3% | -27.7% | -19.9% |
| 5Y | +8.5% | +22.0% | -13.4% | -10.5% |
| All | +8.5% | +19.6% | -11.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling