+2,528.7%
EW vs LVS
+69.2%
+2,459.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -1.5% | +1.1% | -0.2% |
| 30D | +1.0% | -3.2% | +4.3% | +1.4% |
| 3M | +2.8% | -12.0% | +14.8% | +4.1% |
| 6M | +5.5% | -19.9% | +25.4% | +7.7% |
| YTD | +5.5% | -30.6% | +36.1% | +9.0% |
| 1Y | +11.0% | -17.7% | +28.8% | +12.7% |
| 3Y | +17.7% | -14.2% | +31.9% | +17.9% |
| 5Y | -25.7% | +9.6% | -35.4% | -28.5% |
| 10Y | +132.8% | +5.7% | +127.1% | +122.0% |
| All | +2,528.7% | +69.2% | +2,459.4% | +2,177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling