+1,533.8%
TRV vs LVS
+67.7%
+1,466.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -4.9% | -3.9% | -0.9% | -4.3% |
| 3M | +23.7% | -12.9% | +36.6% | +26.1% |
| 6M | +20.3% | -16.9% | +37.3% | +23.1% |
| YTD | +27.1% | -31.2% | +58.3% | +33.3% |
| 1Y | +35.3% | -16.4% | +51.7% | +37.5% |
| 3Y | +139.8% | -4.4% | +144.2% | +135.1% |
| 5Y | +153.9% | +6.7% | +147.2% | +136.8% |
| 10Y | +285.9% | +1.4% | +284.4% | +254.3% |
| All | +1,533.8% | +67.7% | +1,466.1% | +1,125.6% |
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