+10,952.3%
TSM vs LVS
+54.7%
+10,897.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.5% |
| 7D | +4.4% | -1.3% | +5.7% | +4.7% |
| 30D | -7.0% | +12.2% | -19.2% | -9.2% |
| 3M | -1.8% | -11.3% | +9.5% | +0.2% |
| 6M | +2.7% | -21.6% | +24.3% | +7.2% |
| YTD | +37.1% | -36.6% | +73.7% | +48.5% |
| 1Y | +43.5% | -38.4% | +81.9% | +56.3% |
| 3Y | +341.5% | -10.2% | +351.7% | +339.8% |
| 5Y | +278.9% | +9.4% | +269.4% | +257.1% |
| 10Y | +1,641.8% | -11.3% | +1,653.1% | +1,552.5% |
| All | +10,952.3% | +54.7% | +10,897.6% | +8,957.9% |
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