-17.3%
TEM vs LVS
-18.2%
+0.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | +38.4% | -3.2% | +41.6% | +39.9% |
| 3M | +23.7% | -12.0% | +35.6% | +29.6% |
| 6M | +26.0% | -19.9% | +45.9% | +36.6% |
| YTD | +9.4% | -30.6% | +40.1% | +22.7% |
| 1Y | -17.3% | -17.7% | +0.5% | -11.4% |
| All | -17.3% | -18.2% | +0.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling