+156.4%
EXPE vs LVS
-0.5%
+156.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | -8.7% | -4.3% | -4.4% | -6.6% |
| 30D | -13.6% | -6.8% | -6.8% | -10.5% |
| 3M | +26.6% | -15.6% | +42.3% | +37.5% |
| 6M | +19.9% | -20.6% | +40.5% | +34.1% |
| YTD | -1.7% | -33.4% | +31.7% | +18.3% |
| 1Y | +29.4% | -20.1% | +49.6% | +40.2% |
| 3Y | +155.7% | -7.4% | +163.1% | +144.7% |
| 5Y | +93.1% | +8.5% | +84.6% | +56.8% |
| All | +156.4% | -0.5% | +156.9% | +120.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling