-53.1%
TE vs LVS
-35.1%
-18.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | -3.5% | +3.7% | +1.4% |
| 30D | -5.9% | -6.2% | +0.3% | -4.0% |
| 3M | -45.6% | -14.8% | -30.7% | -43.0% |
| 6M | -43.4% | -20.9% | -22.5% | -39.8% |
| YTD | -31.0% | -33.0% | +2.1% | -22.4% |
| 1Y | +145.2% | -20.0% | +165.2% | +157.4% |
| 3Y | -24.1% | -6.9% | -17.1% | -25.1% |
| 5Y | -48.1% | +9.1% | -57.2% | -52.6% |
| All | -53.1% | -35.1% | -18.0% | -57.1% |
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 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