+288.2%
TSM vs LVS
+6.8%
+281.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +4.5% | -3.9% | +8.4% | +5.6% |
| 3M | +3.1% | -12.9% | +16.0% | +7.2% |
| 6M | +30.2% | -16.9% | +47.2% | +37.3% |
| YTD | +45.2% | -31.2% | +76.5% | +61.4% |
| 1Y | +79.6% | -16.4% | +96.0% | +86.2% |
| 3Y | +411.0% | -4.4% | +415.4% | +388.1% |
| All | +288.2% | +6.8% | +281.4% | +239.7% |
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