+427.1%
T vs LVS
+55.3%
+371.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | +2.5% | -0.8% | +3.4% | +2.6% |
| 30D | -3.8% | +10.0% | -13.8% | -4.7% |
| 3M | -8.7% | -11.0% | +2.3% | -7.8% |
| 6M | -8.1% | -20.1% | +12.0% | -6.3% |
| YTD | -6.4% | -36.3% | +29.9% | -2.8% |
| 1Y | -9.8% | -36.8% | +27.1% | -6.2% |
| 3Y | +65.5% | -9.5% | +75.0% | +63.8% |
| 5Y | +57.0% | +9.3% | +47.6% | +49.4% |
| 10Y | +60.8% | -11.0% | +71.8% | +52.7% |
| All | +427.1% | +55.3% | +371.8% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling