+25.8%
TMO vs LVS
-18.2%
+44.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | +6.2% | -3.2% | +9.4% | +6.9% |
| 3M | +27.5% | -12.0% | +39.4% | +31.0% |
| 6M | +20.0% | -19.9% | +39.9% | +25.8% |
| YTD | +6.1% | -30.6% | +36.8% | +12.1% |
| 1Y | +25.8% | -17.7% | +43.6% | +31.3% |
| All | +25.8% | -18.2% | +44.0% | +31.3% |
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