-12.6%
TLT vs LVS
-10.5%
-2.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | +1.0% | +10.0% | -9.0% | +1.5% |
| 3M | -2.7% | -11.0% | +8.3% | -3.3% |
| 6M | -4.1% | -20.1% | +16.0% | -5.2% |
| YTD | -5.4% | -36.3% | +31.0% | -7.4% |
| 1Y | -7.0% | -36.8% | +29.8% | -9.0% |
| 3Y | +2.8% | -9.5% | +12.4% | +3.2% |
| 5Y | -35.4% | +9.3% | -44.7% | -33.0% |
| All | -12.6% | -10.5% | -2.1% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling