+77.9%
TEM vs LVS
-2.2%
+80.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.3% | -7.4% |
| 7D | -5.9% | -0.8% | -5.0% | -5.6% |
| 30D | +4.8% | +10.0% | -5.2% | -2.1% |
| 3M | +31.9% | -11.0% | +42.9% | +41.4% |
| 6M | +56.0% | -20.1% | +76.1% | +79.0% |
| YTD | +21.3% | -36.3% | +57.6% | +61.0% |
| 1Y | +5.4% | -36.8% | +42.2% | +40.5% |
| All | +77.9% | -2.2% | +80.1% | +52.5% |
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