-45.7%
TOST vs LVS
+31.8%
-77.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.4% | -1.5% | -1.9% | -2.7% |
| 30D | -2.4% | -3.2% | +0.8% | -0.9% |
| 3M | +34.6% | -12.0% | +46.6% | +42.7% |
| 6M | +15.2% | -19.9% | +35.1% | +27.6% |
| YTD | -4.4% | -30.6% | +26.2% | +12.3% |
| 1Y | -17.4% | -17.7% | +0.3% | -11.7% |
| 3Y | +54.5% | -14.2% | +68.7% | +54.5% |
| All | -45.7% | +31.8% | -77.5% | -60.7% |
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