+1,649.9%
TXN vs LVS
+65.2%
+1,584.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +2.7% | -2.7% | +5.4% | +3.1% |
| 30D | -6.7% | -4.7% | -2.0% | -6.1% |
| 3M | -8.9% | -15.6% | +6.7% | -6.7% |
| 6M | +34.7% | -18.6% | +53.3% | +38.1% |
| YTD | +53.3% | -32.3% | +85.6% | +61.4% |
| 1Y | +45.0% | -18.0% | +63.1% | +47.6% |
| 3Y | +73.1% | -5.8% | +78.9% | +71.2% |
| 5Y | +59.9% | +5.7% | +54.2% | +51.9% |
| 10Y | +415.7% | 0.0% | +415.7% | +386.7% |
| All | +1,649.9% | +65.2% | +1,584.6% | +1,384.1% |
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 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