+148.7%
EWY vs LVS
+8.6%
+140.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | -3.5% | +3.4% | +0.8% |
| 30D | +7.3% | -6.2% | +13.5% | +8.9% |
| 3M | -5.1% | -14.8% | +9.7% | -1.6% |
| 6M | +42.1% | -20.9% | +62.9% | +50.2% |
| YTD | +94.1% | -33.0% | +127.2% | +112.6% |
| 1Y | +147.8% | -20.0% | +167.8% | +158.8% |
| 3Y | +222.9% | -6.9% | +229.8% | +215.9% |
| All | +148.7% | +8.6% | +140.1% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling