+55.3%
EWZ vs LVS
+5.2%
+50.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | +11.1% | -12.6% | -3.3% |
| 30D | -24.5% | +14.7% | -39.2% | -26.5% |
| 3M | -10.7% | -10.9% | +0.2% | -8.9% |
| 6M | -19.1% | -22.3% | +3.3% | -15.5% |
| YTD | +1.6% | -35.8% | +37.4% | +9.4% |
| 1Y | +4.3% | -33.5% | +37.8% | +11.5% |
| 3Y | +19.0% | -11.7% | +30.7% | +17.6% |
| All | +55.3% | +5.2% | +50.0% | +44.3% |
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