-18.6%
LVS vs TXG
+21.5%
-40.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.7% |
| 7D | +0.3% | +9.4% | -9.1% | -1.4% |
| 30D | -3.9% | +26.1% | -30.0% | -8.4% |
| 3M | -12.9% | +124.8% | -137.7% | -26.5% |
| 6M | -16.9% | +215.2% | -232.2% | -35.1% |
| YTD | -31.2% | +302.2% | -333.5% | -49.2% |
| 1Y | -16.4% | +370.9% | -387.3% | -41.1% |
| 3Y | -4.4% | +38.5% | -42.9% | -20.1% |
| 5Y | +6.7% | -64.4% | +71.0% | 0.0% |
| All | -18.6% | +21.5% | -40.1% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling