+32.3%
EEM vs LVS
-19.9%
+52.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | +2.1% | -6.2% | +8.3% | +2.9% |
| 3M | +1.0% | -14.8% | +15.9% | +3.3% |
| 6M | +15.9% | -20.9% | +36.8% | +19.6% |
| YTD | +24.6% | -33.0% | +57.7% | +30.0% |
| 1Y | +32.3% | -20.0% | +52.3% | +37.6% |
| All | +32.3% | -19.9% | +52.2% | +37.6% |
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