+494.0%
TEAM vs LVS
-0.5%
+494.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -7.8% | -4.3% | -3.5% | -6.5% |
| 30D | +16.5% | -6.8% | +23.4% | +18.8% |
| 3M | +96.2% | -15.6% | +111.8% | +106.0% |
| 6M | +130.2% | -20.6% | +150.8% | +146.0% |
| YTD | +10.7% | -33.4% | +44.2% | +24.6% |
| 1Y | +3.0% | -20.1% | +23.2% | +8.9% |
| 3Y | -13.1% | -7.4% | -5.7% | -14.7% |
| 5Y | -52.7% | +8.5% | -61.2% | -57.5% |
| All | +494.0% | -0.5% | +494.5% | +426.3% |
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