-5.5%
ETN vs LVS
-31.5%
+26.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.5% | -16.3% | -9.5% |
| 7D | -10.1% | +13.4% | -23.5% | -9.9% |
| 30D | -18.4% | +12.2% | -30.6% | -18.1% |
| 3M | -20.4% | -10.7% | -9.7% | -19.9% |
| 6M | -16.0% | -19.8% | +3.8% | -14.8% |
| YTD | +11.8% | -35.8% | +47.6% | +16.4% |
| 1Y | -5.5% | -31.8% | +26.3% | -3.6% |
| All | -5.5% | -31.5% | +26.0% | -3.6% |
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