+1,974.1%
TMO vs LVS
+62.5%
+1,911.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -2.5% | -4.3% | +1.8% | -1.8% |
| 30D | -0.3% | -6.8% | +6.5% | +0.7% |
| 3M | +25.3% | -15.6% | +40.9% | +28.4% |
| 6M | +20.9% | -20.6% | +41.5% | +25.1% |
| YTD | +4.3% | -33.4% | +37.7% | +10.5% |
| 1Y | +27.0% | -20.1% | +47.2% | +30.6% |
| 3Y | +17.5% | -7.4% | +24.9% | +17.1% |
| 5Y | +6.9% | +8.5% | -1.6% | +1.3% |
| 10Y | +332.0% | -1.7% | +333.6% | +298.5% |
| All | +1,974.1% | +62.5% | +1,911.6% | +1,374.5% |
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