-18.3%
TOST vs LVS
-16.6%
-1.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -3.5% | -3.9% | +0.5% | -2.2% |
| 3M | +38.1% | -12.9% | +51.0% | +44.2% |
| 6M | +9.9% | -16.9% | +26.8% | +16.4% |
| YTD | -6.3% | -31.2% | +25.0% | +2.6% |
| 1Y | -18.3% | -16.4% | -1.9% | -14.8% |
| All | -18.3% | -16.6% | -1.7% | -14.8% |
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