+8.1%
EWZ vs LVS
-31.5%
+39.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.8% | +0.9% |
| 7D | -4.1% | +13.4% | -17.5% | -5.4% |
| 30D | -25.0% | +12.2% | -37.2% | -25.9% |
| 3M | -10.6% | -10.7% | +0.1% | -8.0% |
| 6M | -16.6% | -19.8% | +3.2% | -12.5% |
| YTD | +2.5% | -35.8% | +38.3% | +11.3% |
| 1Y | +8.1% | -31.8% | +39.9% | +14.9% |
| All | +8.1% | -31.5% | +39.6% | +14.9% |
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