-48.4%
TSLL vs LVS
-36.4%
-12.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -11.0% | +6.7% | -17.7% | -12.6% |
| 30D | -5.3% | +13.8% | -19.1% | -8.9% |
| 3M | +20.8% | -9.5% | +30.3% | +24.5% |
| 6M | -36.0% | -22.0% | -14.0% | -29.2% |
| YTD | -47.3% | -35.7% | -11.6% | -33.8% |
| 1Y | -48.4% | -36.7% | -11.8% | -33.8% |
| All | -48.4% | -36.4% | -12.0% | -33.8% |
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