+19.6%
TMO vs LVS
-7.9%
+27.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.6% | -3.5% | +2.8% | +0.3% |
| 30D | +1.1% | -6.2% | +7.4% | +2.9% |
| 3M | +28.3% | -14.8% | +43.2% | +34.0% |
| 6M | +23.3% | -20.9% | +44.1% | +31.6% |
| YTD | +5.5% | -33.0% | +38.5% | +17.0% |
| 1Y | +24.5% | -20.0% | +44.6% | +31.0% |
| 3Y | +19.6% | -6.9% | +26.5% | +12.2% |
| All | +19.6% | -7.9% | +27.4% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling