+164.3%
EWY vs LVS
-18.2%
+182.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | -1.5% | +6.3% | +5.1% |
| 30D | +11.7% | -3.2% | +14.9% | +12.3% |
| 3M | -7.4% | -12.0% | +4.6% | -4.6% |
| 6M | +40.6% | -19.9% | +60.5% | +47.3% |
| YTD | +94.3% | -30.6% | +124.9% | +105.7% |
| 1Y | +164.3% | -17.7% | +182.0% | +179.2% |
| All | +164.3% | -18.2% | +182.5% | +179.2% |
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