+6.4%
LVS vs TXG
-62.8%
+69.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | -3.5% | +9.5% | -13.0% | -5.3% |
| 30D | -6.2% | +18.8% | -25.0% | -9.8% |
| 3M | -14.8% | +136.1% | -150.9% | -30.3% |
| 6M | -20.9% | +235.2% | -256.1% | -40.7% |
| YTD | -33.0% | +320.5% | -353.6% | -52.8% |
| 1Y | -20.0% | +425.2% | -445.2% | -47.4% |
| 3Y | -6.9% | +42.9% | -49.8% | -22.9% |
| All | +6.4% | -62.8% | +69.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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