+10,561.4%
TSM vs LVS
+55.3%
+10,506.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.2% |
| 7D | +6.2% | -0.8% | +7.0% | +6.3% |
| 30D | -7.3% | +10.0% | -17.3% | -9.2% |
| 3M | -7.1% | -11.0% | +3.9% | -5.3% |
| 6M | +0.2% | -20.1% | +20.4% | +4.2% |
| YTD | +32.2% | -36.3% | +68.6% | +43.2% |
| 1Y | +42.8% | -36.8% | +79.6% | +54.8% |
| 3Y | +330.4% | -9.5% | +339.9% | +328.1% |
| 5Y | +263.9% | +9.3% | +254.6% | +243.0% |
| 10Y | +1,580.2% | -11.0% | +1,591.1% | +1,492.6% |
| All | +10,561.4% | +55.3% | +10,506.1% | +8,629.6% |
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