+15.1%
EW vs LVS
-6.8%
+21.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -5.1% | -2.7% | -2.4% | -4.6% |
| 30D | -6.4% | -4.7% | -1.7% | -5.5% |
| 3M | -1.6% | -15.6% | +14.0% | +1.6% |
| 6M | +2.3% | -18.6% | +20.9% | +6.1% |
| YTD | +1.1% | -32.3% | +33.4% | +8.1% |
| 1Y | +8.0% | -18.0% | +26.0% | +10.9% |
| All | +15.1% | -6.8% | +21.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling