+85.7%
TLT vs LVS
+69.2%
+16.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.4% | -1.5% | +1.1% | -0.5% |
| 30D | -0.6% | -3.2% | +2.7% | -0.7% |
| 3M | -2.7% | -12.0% | +9.2% | -3.3% |
| 6M | -5.6% | -19.9% | +14.3% | -6.5% |
| YTD | -2.8% | -30.6% | +27.9% | -4.3% |
| 1Y | -1.4% | -17.7% | +16.3% | -2.1% |
| 3Y | -1.6% | -14.2% | +12.6% | -1.6% |
| 5Y | -33.8% | +9.6% | -43.4% | -32.2% |
| 10Y | -21.1% | +5.7% | -26.8% | -17.9% |
| All | +85.7% | +69.2% | +16.5% | +107.7% |
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