+19.3%
ETN vs LVS
-18.2%
+37.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +2.0% | -1.5% | +3.5% | +2.1% |
| 30D | -7.9% | -3.2% | -4.7% | -7.7% |
| 3M | -1.6% | -12.0% | +10.4% | -0.4% |
| 6M | +16.9% | -19.9% | +36.8% | +19.3% |
| YTD | +30.1% | -30.6% | +60.7% | +35.3% |
| 1Y | +19.3% | -17.7% | +37.0% | +20.0% |
| All | +19.3% | -18.2% | +37.5% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling