+218.5%
EXC vs LVS
+69.2%
+149.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | -3.7% | -3.2% | -0.5% | -3.5% |
| 3M | -1.3% | -12.0% | +10.7% | -0.3% |
| 6M | -9.7% | -19.9% | +10.2% | -8.2% |
| YTD | +2.9% | -30.6% | +33.5% | +5.8% |
| 1Y | +4.4% | -17.7% | +22.1% | +5.5% |
| 3Y | +22.2% | -14.2% | +36.4% | +21.9% |
| 5Y | +46.7% | +9.6% | +37.1% | +40.3% |
| 10Y | +155.3% | +5.7% | +149.7% | +141.0% |
| All | +218.5% | +69.2% | +149.3% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling