+2,313.7%
TSCO vs LVS
+65.2%
+2,248.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.5% |
| 7D | -2.5% | -2.7% | +0.2% | -2.1% |
| 30D | -1.1% | -4.7% | +3.6% | -0.5% |
| 3M | +14.3% | -15.6% | +29.8% | +16.7% |
| 6M | -31.9% | -18.6% | -13.2% | -30.2% |
| YTD | -30.7% | -32.3% | +1.6% | -27.3% |
| 1Y | -41.1% | -18.0% | -23.0% | -39.8% |
| 3Y | -17.1% | -5.8% | -11.3% | -17.7% |
| 5Y | -7.5% | +5.7% | -13.3% | -12.0% |
| 10Y | +192.6% | 0.0% | +192.6% | +170.5% |
| All | +2,313.7% | +65.2% | +2,248.5% | +1,764.3% |
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