-44.4%
TOST vs LVS
+20.3%
-64.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.9% |
| 7D | +4.0% | +5.2% | -1.1% | +1.6% |
| 30D | +11.1% | +12.0% | -0.9% | +5.2% |
| 3M | +0.8% | -11.5% | +12.3% | +6.8% |
| 6M | +38.8% | -23.2% | +62.0% | +57.2% |
| YTD | -2.1% | -36.7% | +34.6% | +20.1% |
| 1Y | -6.0% | -36.8% | +30.8% | +15.2% |
| 3Y | +149.8% | -10.5% | +160.3% | +142.2% |
| 5Y | -42.8% | +5.1% | -47.8% | -53.4% |
| All | -44.4% | +20.3% | -64.7% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling