+18.7%
EWZ vs LVS
-9.1%
+27.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.0% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -24.4% | +10.0% | -34.4% | -25.6% |
| 3M | -4.6% | -11.0% | +6.4% | -2.6% |
| 6M | -11.6% | -20.1% | +8.6% | -8.1% |
| YTD | +2.4% | -36.3% | +38.7% | +10.4% |
| 1Y | +2.1% | -36.8% | +38.9% | +10.1% |
| 3Y | +18.7% | -9.5% | +28.3% | +11.9% |
| All | +18.7% | -9.1% | +27.8% | +11.9% |
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