+97.9%
EWT vs LVS
-18.2%
+116.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +4.0% | -1.5% | +5.5% | +4.2% |
| 30D | +10.3% | -3.2% | +13.5% | +10.7% |
| 3M | +6.1% | -12.0% | +18.1% | +8.2% |
| 6M | +56.6% | -19.9% | +76.5% | +61.6% |
| YTD | +76.6% | -30.6% | +107.2% | +83.6% |
| 1Y | +97.9% | -17.7% | +115.6% | +105.9% |
| All | +97.9% | -18.2% | +116.1% | +105.9% |
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