+309.3%
TEL vs LVS
0.0%
+309.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.4% |
| 7D | +1.6% | -3.5% | +5.1% | +2.8% |
| 30D | -0.7% | -6.2% | +5.6% | +1.4% |
| 3M | +2.4% | -14.8% | +17.3% | +7.9% |
| 6M | +4.1% | -20.9% | +25.0% | +12.3% |
| YTD | -5.8% | -33.0% | +27.2% | +6.9% |
| 1Y | +0.9% | -20.0% | +20.9% | +6.6% |
| 3Y | +72.6% | -6.9% | +79.5% | +67.2% |
| 5Y | +57.5% | +9.1% | +48.5% | +34.5% |
| All | +309.3% | 0.0% | +309.3% | +259.1% |
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