-53.1%
TEAM vs LVS
+5.2%
-58.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -4.7% | -2.7% | -1.9% | -3.7% |
| 30D | +17.0% | -4.7% | +21.7% | +18.9% |
| 3M | +85.9% | -15.6% | +101.5% | +97.6% |
| 6M | +116.7% | -18.6% | +135.3% | +133.0% |
| YTD | +9.6% | -32.3% | +41.9% | +26.2% |
| 1Y | -2.5% | -18.0% | +15.5% | +3.3% |
| 3Y | -14.0% | -5.8% | -8.1% | -17.5% |
| 5Y | -53.1% | +5.7% | -58.8% | -63.4% |
| All | -53.1% | +5.2% | -58.3% | -63.4% |
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 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