+18.1%
EW vs LVS
-31.5%
+49.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.1% | +3.0% |
| 7D | +8.3% | +13.4% | -5.1% | +5.6% |
| 30D | +13.9% | +12.2% | +1.7% | +11.3% |
| 3M | +10.9% | -10.7% | +21.7% | +12.7% |
| 6M | +19.2% | -19.8% | +39.1% | +23.3% |
| YTD | +16.6% | -35.8% | +52.4% | +23.2% |
| 1Y | +18.1% | -31.8% | +49.9% | +23.1% |
| All | +18.1% | -31.5% | +49.6% | +23.1% |
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