-46.4%
TOST vs LVS
+17.8%
-64.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | -4.7% | -3.9% | -0.8% | -2.9% |
| 30D | +8.5% | +7.1% | +1.5% | +5.1% |
| 3M | -1.6% | -13.2% | +11.6% | +5.2% |
| 6M | +44.1% | -22.8% | +66.9% | +62.7% |
| YTD | -5.6% | -38.0% | +32.4% | +16.9% |
| 1Y | -12.6% | -39.5% | +26.9% | +9.4% |
| 3Y | +137.6% | -12.2% | +149.7% | +132.3% |
| 5Y | -30.4% | +6.4% | -36.8% | -43.8% |
| All | -46.4% | +17.8% | -64.2% | -59.1% |
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