+1,124.0%
TTMI vs LVS
0.0%
+1,124.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.2% |
| 7D | +0.7% | -3.5% | +4.1% | +1.9% |
| 30D | -8.4% | -6.2% | -2.2% | -6.7% |
| 3M | -32.5% | -14.8% | -17.6% | -29.2% |
| 6M | +32.5% | -20.9% | +53.3% | +42.2% |
| YTD | +83.2% | -33.0% | +116.3% | +107.7% |
| 1Y | +161.7% | -20.0% | +181.7% | +177.4% |
| 3Y | +890.1% | -6.9% | +897.1% | +866.5% |
| 5Y | +832.4% | +9.1% | +823.4% | +704.0% |
| All | +1,124.0% | 0.0% | +1,124.0% | +1,044.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling