+683.6%
EMR vs LVS
+69.2%
+614.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -5.6% | -3.2% | -2.4% | -5.1% |
| 3M | +7.9% | -12.0% | +19.9% | +10.5% |
| 6M | +6.0% | -19.9% | +25.9% | +10.4% |
| YTD | +16.4% | -30.6% | +47.1% | +24.3% |
| 1Y | +16.6% | -17.7% | +34.4% | +19.9% |
| 3Y | +62.9% | -14.2% | +77.1% | +64.1% |
| 5Y | +60.1% | +9.6% | +50.5% | +48.7% |
| 10Y | +268.7% | +5.7% | +263.1% | +240.2% |
| All | +683.6% | +69.2% | +614.4% | +453.7% |
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