+55.0%
EWZ vs LVS
+8.8%
+46.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 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% | +28.1% |
| 1Y | +35.6% | -17.7% | +53.4% | +39.2% |
| 3Y | +43.4% | -14.2% | +57.7% | +42.6% |
| All | +55.0% | +8.8% | +46.2% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling