+72.6%
TEL vs LVS
-7.9%
+80.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.4% |
| 7D | +1.6% | -3.5% | +5.1% | +2.6% |
| 30D | -0.7% | -6.2% | +5.6% | +1.0% |
| 3M | +2.4% | -14.8% | +17.3% | +6.8% |
| 6M | +4.1% | -20.9% | +25.0% | +10.7% |
| YTD | -5.8% | -33.0% | +27.2% | +4.4% |
| 1Y | +0.9% | -20.0% | +20.9% | +5.3% |
| 3Y | +72.6% | -6.9% | +79.5% | +61.9% |
| All | +72.6% | -7.9% | +80.5% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling