+64.3%
T vs LVS
+1.2%
+63.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | +4.6% | -4.7% | +9.3% | +5.2% |
| 3M | +12.2% | -15.6% | +27.8% | +14.5% |
| 6M | -6.5% | -18.6% | +12.2% | -4.3% |
| YTD | +4.9% | -32.3% | +37.2% | +9.6% |
| 1Y | -10.5% | -18.0% | +7.5% | -9.3% |
| 3Y | +104.6% | -5.8% | +110.4% | +99.6% |
| 5Y | +64.2% | +5.7% | +58.5% | +51.1% |
| All | +64.3% | +1.2% | +63.1% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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