+14.5%
TFC vs LVS
+5.2%
+9.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | -2.3% | -4.7% | +2.3% | -1.2% |
| 3M | +2.5% | -15.6% | +18.0% | +6.6% |
| 6M | +9.5% | -18.6% | +28.1% | +14.6% |
| YTD | +5.1% | -32.3% | +37.3% | +14.6% |
| 1Y | +15.5% | -18.0% | +33.5% | +19.2% |
| 3Y | +95.2% | -5.8% | +101.0% | +88.9% |
| 5Y | +14.5% | +5.7% | +8.7% | +8.1% |
| All | +14.5% | +5.2% | +9.3% | +8.1% |
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