+273.0%
EMR vs LVS
0.0%
+273.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | -0.4% | -3.5% | +3.1% | +0.8% |
| 30D | -6.8% | -6.2% | -0.5% | -4.9% |
| 3M | +7.5% | -14.8% | +22.3% | +13.0% |
| 6M | +9.9% | -20.9% | +30.7% | +18.0% |
| YTD | +16.0% | -33.0% | +49.0% | +31.0% |
| 1Y | +12.4% | -20.0% | +32.5% | +18.5% |
| 3Y | +60.2% | -6.9% | +67.2% | +55.9% |
| 5Y | +67.9% | +9.1% | +58.8% | +43.4% |
| All | +273.0% | 0.0% | +273.0% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling