+49.5%
EWZ vs LVS
-8.9%
+58.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | -1.5% | +8.0% | +6.8% |
| 30D | +4.8% | -3.2% | +8.1% | +5.4% |
| 3M | +9.9% | -12.0% | +21.9% | +12.4% |
| 6M | +1.9% | -19.9% | +21.8% | +6.0% |
| YTD | +20.3% | -30.6% | +50.9% | +28.0% |
| 1Y | +35.6% | -17.7% | +53.4% | +39.3% |
| All | +49.5% | -8.9% | +58.4% | +42.8% |
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