-48.5%
TE vs LVS
-33.3%
-15.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.3% |
| 7D | +18.2% | +0.3% | +17.9% | +18.1% |
| 30D | -13.5% | -3.9% | -9.6% | -12.5% |
| 3M | -44.6% | -12.9% | -31.7% | -42.4% |
| 6M | -24.7% | -16.9% | -7.8% | -21.2% |
| YTD | -24.3% | -31.2% | +7.0% | -15.6% |
| 1Y | +155.6% | -16.4% | +172.0% | +164.1% |
| 3Y | -18.3% | -4.4% | -13.8% | -20.1% |
| 5Y | -41.3% | +6.7% | -48.0% | -46.7% |
| All | -48.5% | -33.3% | -15.1% | -53.4% |
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