+149.4%
EWT vs LVS
+8.6%
+140.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -1.1% | -3.5% | +2.3% | -0.4% |
| 30D | +4.5% | -6.2% | +10.7% | +5.8% |
| 3M | +8.3% | -14.8% | +23.1% | +11.8% |
| 6M | +54.2% | -20.9% | +75.1% | +61.7% |
| YTD | +74.6% | -33.0% | +107.6% | +89.1% |
| 1Y | +84.9% | -20.0% | +104.9% | +91.8% |
| 3Y | +197.5% | -6.9% | +204.5% | +189.9% |
| All | +149.4% | +8.6% | +140.8% | +129.4% |
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