-8.2%
EW vs LVS
+8.6%
-16.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.4% |
| 3M | +15.8% | -11.0% | +26.8% | +18.4% |
| 6M | +31.7% | -20.1% | +51.8% | +37.4% |
| YTD | +25.7% | -36.3% | +62.0% | +36.8% |
| 1Y | +24.4% | -36.8% | +61.3% | +35.6% |
| 3Y | +65.9% | -9.5% | +75.4% | +62.7% |
| All | -8.2% | +8.6% | -16.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling