+103.2%
TOST vs LVS
-11.1%
+114.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.4% | +11.1% | -1.6% | +5.5% |
| 30D | +13.5% | +14.7% | -1.2% | +8.1% |
| 3M | -0.1% | -10.9% | +10.8% | +3.9% |
| 6M | +22.5% | -22.3% | +44.8% | +33.5% |
| YTD | -2.4% | -35.8% | +33.4% | +12.3% |
| 1Y | -4.7% | -33.5% | +28.8% | +8.2% |
| 3Y | +103.2% | -11.7% | +114.9% | +88.5% |
| All | +103.2% | -11.1% | +114.4% | +88.5% |
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 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