+15.0%
EEM vs LVS
-31.5%
+46.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | -0.2% |
| 7D | -3.0% | +13.4% | -16.4% | -5.1% |
| 30D | -10.3% | +12.2% | -22.5% | -12.1% |
| 3M | -6.6% | -10.7% | +4.1% | -4.7% |
| 6M | -3.4% | -19.8% | +16.5% | +0.8% |
| YTD | +13.2% | -35.8% | +49.0% | +21.1% |
| 1Y | +15.0% | -31.8% | +46.8% | +21.3% |
| All | +15.0% | -31.5% | +46.5% | +21.3% |
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