+154.4%
TRV vs LVS
+8.0%
+146.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -1.5% | -4.3% | +2.8% | -1.1% |
| 30D | -1.8% | -6.8% | +5.0% | -1.3% |
| 3M | +21.6% | -15.6% | +37.2% | +23.1% |
| 6M | +22.5% | -20.6% | +43.1% | +24.4% |
| YTD | +28.1% | -33.4% | +61.6% | +31.9% |
| 1Y | +37.0% | -20.1% | +57.2% | +38.7% |
| 3Y | +141.9% | -7.4% | +149.3% | +138.1% |
| All | +154.4% | +8.0% | +146.3% | +146.0% |
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 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