+62.4%
EWY vs LVS
-31.5%
+93.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -3.3% |
| 7D | -8.3% | +13.4% | -21.7% | -11.1% |
| 30D | -20.5% | +12.2% | -32.7% | -22.8% |
| 3M | -11.1% | -10.7% | -0.4% | -7.9% |
| 6M | -7.0% | -19.8% | +12.8% | 0.0% |
| YTD | +56.5% | -35.8% | +92.3% | +72.5% |
| 1Y | +62.4% | -31.8% | +94.2% | +77.7% |
| All | +62.4% | -31.5% | +93.9% | +77.7% |
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