+11,337.6%
TSM vs LVS
+69.2%
+11,268.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | -1.5% | +4.2% | +3.0% |
| 30D | +3.6% | -3.2% | +6.8% | +4.2% |
| 3M | -3.4% | -12.0% | +8.6% | -1.1% |
| 6M | +20.6% | -19.9% | +40.5% | +25.6% |
| YTD | +41.9% | -30.6% | +72.5% | +51.4% |
| 1Y | +84.4% | -17.7% | +102.1% | +89.5% |
| 3Y | +380.2% | -14.2% | +394.4% | +383.4% |
| 5Y | +275.3% | +9.6% | +265.7% | +252.6% |
| 10Y | +1,751.4% | +5.7% | +1,745.7% | +1,606.3% |
| All | +11,337.6% | +69.2% | +11,268.4% | +9,134.7% |
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 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