+412.6%
TGT vs LVS
+65.2%
+347.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -3.6% | -2.7% | -0.9% | -3.1% |
| 30D | +4.4% | -4.7% | +9.1% | +5.2% |
| 3M | +25.4% | -15.6% | +40.9% | +28.7% |
| 6M | +33.4% | -18.6% | +52.0% | +37.5% |
| YTD | +65.6% | -32.3% | +97.8% | +75.3% |
| 1Y | +80.3% | -18.0% | +98.3% | +84.5% |
| 3Y | +42.1% | -5.8% | +48.0% | +40.8% |
| 5Y | -25.0% | +5.7% | -30.7% | -29.1% |
| 10Y | +208.2% | 0.0% | +208.2% | +180.8% |
| All | +412.6% | +65.2% | +347.3% | +235.6% |
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