+212.8%
EWY vs LVS
-8.3%
+221.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.8% |
| 7D | +1.2% | -4.3% | +5.5% | +2.3% |
| 30D | +9.3% | -6.8% | +16.1% | +11.1% |
| 3M | +2.4% | -15.6% | +18.0% | +6.7% |
| 6M | +40.3% | -20.6% | +60.9% | +48.4% |
| YTD | +88.0% | -33.4% | +121.4% | +106.2% |
| 1Y | +143.8% | -20.1% | +164.0% | +155.2% |
| All | +212.8% | -8.3% | +221.1% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling