+192.2%
EWT vs LVS
-8.3%
+200.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.2% |
| 7D | -1.1% | -4.3% | +3.2% | -0.1% |
| 30D | +4.8% | -6.8% | +11.6% | +6.3% |
| 3M | +11.1% | -15.6% | +26.8% | +15.2% |
| 6M | +54.6% | -20.6% | +75.2% | +62.4% |
| YTD | +71.4% | -33.4% | +104.9% | +86.6% |
| 1Y | +82.1% | -20.1% | +102.2% | +89.3% |
| All | +192.2% | -8.3% | +200.5% | +174.3% |
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