+92.6%
EWZ vs LVS
+0.3%
+92.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -0.1% | -2.7% | +2.7% | +0.9% |
| 30D | +8.2% | -4.7% | +12.9% | +9.8% |
| 3M | +13.3% | -15.6% | +28.9% | +19.5% |
| 6M | +3.6% | -18.6% | +22.2% | +10.2% |
| YTD | +21.0% | -32.3% | +53.2% | +36.0% |
| 1Y | +34.7% | -18.0% | +52.7% | +40.7% |
| 3Y | +48.3% | -5.8% | +54.1% | +42.2% |
| 5Y | +60.1% | +5.7% | +54.3% | +34.3% |
| 10Y | +92.6% | 0.0% | +92.5% | +55.0% |
| All | +92.6% | +0.3% | +92.3% | +55.0% |
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