+271.2%
EW vs LVS
-10.5%
+281.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +23.9% | +10.0% | +13.9% | +21.3% |
| 3M | +15.8% | -11.0% | +26.8% | +18.6% |
| 6M | +31.7% | -20.1% | +51.8% | +37.8% |
| YTD | +25.7% | -36.3% | +62.0% | +37.5% |
| 1Y | +24.4% | -36.8% | +61.3% | +36.3% |
| 3Y | +65.9% | -9.5% | +75.4% | +63.5% |
| 5Y | -7.6% | +9.3% | -16.9% | -16.3% |
| All | +271.2% | -10.5% | +281.7% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling