+36.3%
TRV vs LVS
-19.9%
+56.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.1% |
| 7D | +1.9% | -3.5% | +5.4% | +2.0% |
| 30D | +1.7% | -6.2% | +7.9% | +1.8% |
| 3M | +23.9% | -14.8% | +38.7% | +24.2% |
| 6M | +26.3% | -20.9% | +47.1% | +26.7% |
| YTD | +30.8% | -33.0% | +63.9% | +32.3% |
| 1Y | +36.3% | -20.0% | +56.3% | +36.0% |
| All | +36.3% | -19.9% | +56.2% | +36.0% |
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