+45.9%
TEM vs LVS
+2.3%
+43.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.0% |
| 7D | -9.2% | -4.3% | -4.9% | -6.4% |
| 30D | +5.5% | -6.8% | +12.3% | +10.6% |
| 3M | +18.7% | -15.6% | +34.3% | +32.2% |
| 6M | +15.4% | -20.6% | +36.0% | +34.8% |
| YTD | -0.5% | -33.4% | +32.9% | +29.2% |
| 1Y | -24.8% | -20.1% | -4.7% | -16.5% |
| All | +45.9% | +2.3% | +43.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling