+12,759.1%
TDG vs LVS
+37.6%
+12,721.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -2.4% | -2.7% | +0.3% | -1.9% |
| 30D | -8.0% | -4.7% | -3.3% | -7.1% |
| 3M | -10.5% | -15.6% | +5.1% | -7.5% |
| 6M | -11.9% | -18.6% | +6.7% | -8.5% |
| YTD | -15.4% | -32.3% | +16.9% | -9.3% |
| 1Y | -14.2% | -18.0% | +3.8% | -11.9% |
| 3Y | +51.0% | -5.8% | +56.9% | +48.4% |
| 5Y | +126.5% | +5.7% | +120.7% | +111.4% |
| 10Y | +535.6% | 0.0% | +535.5% | +501.2% |
| All | +12,759.1% | +37.6% | +12,721.5% | +10,263.1% |
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