+668.9%
TEL vs LVS
-11.0%
+679.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +1.8% |
| 30D | -4.1% | -4.7% | +0.6% | -3.2% |
| 3M | -2.6% | -15.6% | +13.0% | +1.0% |
| 6M | 0.0% | -18.6% | +18.7% | +4.4% |
| YTD | -9.1% | -32.3% | +23.2% | -1.6% |
| 1Y | -0.8% | -18.0% | +17.2% | +2.4% |
| 3Y | +67.4% | -5.8% | +73.2% | +65.1% |
| 5Y | +51.8% | +5.7% | +46.0% | +41.1% |
| 10Y | +299.4% | 0.0% | +299.4% | +268.4% |
| All | +668.9% | -11.0% | +679.9% | +483.4% |
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 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