+388.0%
EEM vs LVS
+67.7%
+320.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +4.9% | -3.9% | +8.8% | +5.7% |
| 3M | +5.2% | -12.9% | +18.1% | +8.2% |
| 6M | +20.7% | -16.9% | +37.6% | +25.2% |
| YTD | +26.5% | -31.2% | +57.7% | +36.2% |
| 1Y | +37.8% | -16.4% | +54.3% | +41.5% |
| 3Y | +91.0% | -4.4% | +95.4% | +87.0% |
| 5Y | +47.0% | +6.7% | +40.4% | +35.7% |
| 10Y | +125.6% | +1.4% | +124.1% | +102.7% |
| All | +388.0% | +67.7% | +320.3% | +266.3% |
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 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