+802.8%
TEAM vs LVS
+37.4%
+765.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -0.4% | -1.5% | +1.0% | 0.0% |
| 30D | +67.3% | -3.2% | +70.5% | +68.5% |
| 3M | +86.8% | -12.0% | +98.8% | +93.3% |
| 6M | +146.8% | -19.9% | +166.7% | +162.2% |
| YTD | +16.9% | -30.6% | +47.6% | +29.4% |
| 1Y | +12.8% | -17.7% | +30.5% | +18.0% |
| 3Y | -7.3% | -14.2% | +6.9% | -6.8% |
| 5Y | -50.7% | +9.6% | -60.3% | -55.6% |
| 10Y | +529.8% | +5.7% | +524.2% | +453.5% |
| All | +802.8% | +37.4% | +765.3% | +668.7% |
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