+280.4%
EMR vs LVS
-10.5%
+290.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.9% |
| 7D | +2.8% | -0.8% | +3.7% | +3.1% |
| 30D | +3.7% | +10.0% | -6.3% | +0.2% |
| 3M | +2.0% | -11.0% | +13.1% | +5.7% |
| 6M | +22.1% | -20.1% | +42.3% | +30.6% |
| YTD | +27.2% | -36.3% | +63.6% | +45.7% |
| 1Y | +32.0% | -36.8% | +68.9% | +51.5% |
| 3Y | +103.3% | -9.5% | +112.8% | +99.2% |
| 5Y | +88.2% | +9.3% | +78.9% | +60.9% |
| All | +280.4% | -10.5% | +290.9% | +243.2% |
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