-48.5%
TE vs LVS
+3.5%
-52.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -5.9% |
| 7D | +0.9% | -4.3% | +5.2% | +3.0% |
| 30D | -16.3% | -6.8% | -9.4% | -13.5% |
| 3M | -40.8% | -15.6% | -25.1% | -36.4% |
| 6M | -42.6% | -20.6% | -22.0% | -37.4% |
| YTD | -31.4% | -33.4% | +2.0% | -18.5% |
| 1Y | +144.9% | -20.1% | +165.1% | +161.3% |
| 3Y | -26.0% | -7.4% | -18.6% | -28.6% |
| 5Y | -48.5% | +8.5% | -57.0% | -56.8% |
| All | -48.5% | +3.5% | -52.0% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling