+25.4%
TMO vs LVS
-31.5%
+56.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | -0.9% |
| 7D | +0.3% | +13.4% | -13.1% | -3.8% |
| 30D | +4.3% | +12.2% | -7.8% | +0.5% |
| 3M | +25.1% | -10.7% | +35.9% | +29.6% |
| 6M | +52.9% | -19.8% | +72.8% | +64.2% |
| YTD | +22.2% | -35.8% | +58.0% | +37.9% |
| 1Y | +25.4% | -31.8% | +57.2% | +38.3% |
| All | +25.4% | -31.5% | +56.9% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling