+36.4%
EWZ vs LVS
-16.6%
+53.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | +5.6% | +0.3% | +5.3% | +5.5% |
| 30D | +9.3% | -3.9% | +13.2% | +9.9% |
| 3M | +15.7% | -12.9% | +28.5% | +18.1% |
| 6M | +7.4% | -16.9% | +24.4% | +10.3% |
| YTD | +22.7% | -31.2% | +53.9% | +28.4% |
| 1Y | +36.4% | -16.4% | +52.8% | +40.1% |
| All | +36.4% | -16.6% | +53.0% | +40.1% |
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