+105.2%
TQQQ vs LVS
+8.6%
+96.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.2% |
| 7D | -1.9% | -3.5% | +1.6% | +0.6% |
| 30D | -4.9% | -6.2% | +1.4% | -0.9% |
| 3M | -6.4% | -14.8% | +8.4% | +3.4% |
| 6M | +44.4% | -20.9% | +65.3% | +67.8% |
| YTD | +35.2% | -33.0% | +68.2% | +74.6% |
| 1Y | +49.5% | -20.0% | +69.5% | +66.2% |
| 3Y | +250.7% | -6.9% | +257.6% | +229.3% |
| All | +105.2% | +8.6% | +96.5% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling