+1,944.7%
ETN vs LVS
+65.2%
+1,879.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.3% |
| 7D | +6.2% | -2.7% | +9.0% | +6.8% |
| 30D | -6.7% | -4.7% | -2.0% | -5.9% |
| 3M | +3.6% | -15.6% | +19.2% | +6.8% |
| 6M | +18.3% | -18.6% | +37.0% | +22.5% |
| YTD | +31.5% | -32.3% | +63.7% | +40.7% |
| 1Y | +20.6% | -18.0% | +38.6% | +23.8% |
| 3Y | +82.5% | -5.8% | +88.4% | +79.9% |
| 5Y | +177.8% | +5.7% | +172.0% | +158.0% |
| 10Y | +705.0% | 0.0% | +705.0% | +639.0% |
| All | +1,944.7% | +65.2% | +1,879.4% | +1,364.8% |
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