+989.6%
EWT vs LVS
+65.2%
+924.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | -2.7% | +4.8% | +2.6% |
| 30D | +9.4% | -4.7% | +14.1% | +10.2% |
| 3M | +10.9% | -15.6% | +26.4% | +13.8% |
| 6M | +57.9% | -18.6% | +76.6% | +63.0% |
| YTD | +75.9% | -32.3% | +108.2% | +86.7% |
| 1Y | +89.7% | -18.0% | +107.7% | +94.3% |
| 3Y | +200.9% | -5.8% | +206.7% | +197.4% |
| 5Y | +154.5% | +5.7% | +148.8% | +140.1% |
| 10Y | +520.8% | 0.0% | +520.8% | +473.5% |
| All | +989.6% | +65.2% | +924.3% | +805.8% |
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