-19.7%
TSCO vs LVS
-7.9%
-11.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -5.7% | -3.5% | -2.2% | -4.9% |
| 30D | -8.8% | -6.2% | -2.5% | -7.5% |
| 3M | +6.3% | -14.8% | +21.2% | +10.0% |
| 6M | -32.3% | -20.9% | -11.4% | -28.9% |
| YTD | -32.7% | -33.0% | +0.3% | -26.8% |
| 1Y | -43.7% | -20.0% | -23.7% | -41.2% |
| 3Y | -19.7% | -6.9% | -12.7% | -23.1% |
| All | -19.7% | -7.9% | -11.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling