+19.8%
EWZ vs LVS
-10.4%
+30.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | +11.1% | -12.6% | -3.2% |
| 30D | -24.5% | +14.7% | -39.2% | -26.3% |
| 3M | -10.7% | -10.9% | +0.2% | -8.8% |
| 6M | -19.1% | -22.3% | +3.3% | -15.4% |
| YTD | +1.6% | -35.8% | +37.4% | +9.4% |
| 1Y | +4.3% | -33.5% | +37.8% | +11.5% |
| All | +19.8% | -10.4% | +30.1% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling