+50.3%
EWZ vs LVS
-12.6%
+62.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.4% |
| 7D | +1.4% | +5.2% | -3.8% | -0.3% |
| 30D | -25.1% | +12.0% | -37.1% | -28.1% |
| 3M | -7.7% | -11.5% | +3.8% | -4.4% |
| 6M | -15.8% | -23.2% | +7.4% | -9.0% |
| YTD | +3.6% | -36.7% | +40.3% | +18.6% |
| 1Y | +5.5% | -36.8% | +42.3% | +20.7% |
| 3Y | +22.1% | -10.5% | +32.6% | +18.6% |
| 5Y | +58.3% | +5.1% | +53.3% | +32.4% |
| 10Y | +50.3% | -14.0% | +64.2% | +29.6% |
| All | +50.3% | -12.6% | +62.9% | +29.6% |
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 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