+303.5%
EWY vs LVS
0.0%
+303.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | -3.5% | +3.4% | +1.0% |
| 30D | +7.3% | -6.2% | +13.5% | +9.2% |
| 3M | -5.1% | -14.8% | +9.7% | -0.9% |
| 6M | +42.1% | -20.9% | +62.9% | +51.9% |
| YTD | +94.1% | -33.0% | +127.2% | +116.8% |
| 1Y | +147.8% | -20.0% | +167.8% | +160.7% |
| 3Y | +222.9% | -6.9% | +229.8% | +215.2% |
| 5Y | +150.6% | +9.1% | +141.5% | +119.8% |
| All | +303.5% | 0.0% | +303.5% | +256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling