+24.4%
EW vs LVS
-37.7%
+62.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.5% |
| 3M | +15.8% | -11.0% | +26.8% | +17.7% |
| 6M | +31.7% | -20.1% | +51.8% | +36.2% |
| YTD | +25.7% | -36.3% | +62.0% | +33.3% |
| 1Y | +24.4% | -36.8% | +61.3% | +32.2% |
| All | +24.4% | -37.7% | +62.1% | +32.2% |
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