+195.6%
EQT vs LVS
+8.0%
+187.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -1.2% | -4.3% | +3.1% | -0.4% |
| 30D | +1.1% | -6.8% | +7.9% | +2.3% |
| 3M | +4.8% | -15.6% | +20.4% | +7.9% |
| 6M | -10.6% | -20.6% | +10.0% | -7.2% |
| YTD | +3.4% | -33.4% | +36.8% | +10.7% |
| 1Y | +8.7% | -20.1% | +28.8% | +11.7% |
| 3Y | +35.0% | -7.4% | +42.4% | +31.4% |
| All | +195.6% | +8.0% | +187.5% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling