+99.7%
TXN vs LVS
-31.5%
+131.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | +0.6% |
| 7D | +1.0% | +13.4% | -12.4% | +2.9% |
| 30D | +6.1% | +12.2% | -6.1% | +8.0% |
| 3M | +10.4% | -10.7% | +21.1% | +7.9% |
| 6M | +12.6% | -19.8% | +32.4% | +8.7% |
| YTD | +83.5% | -35.8% | +119.2% | +74.3% |
| 1Y | +99.7% | -31.8% | +131.5% | +91.9% |
| All | +99.7% | -31.5% | +131.2% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling