+152.4%
EXPE vs LVS
+1.2%
+151.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -11.5% | -2.7% | -8.8% | -10.3% |
| 30D | -13.1% | -4.7% | -8.4% | -10.9% |
| 3M | +18.1% | -15.6% | +33.7% | +28.3% |
| 6M | +13.3% | -18.6% | +31.9% | +25.1% |
| YTD | -3.2% | -32.3% | +29.0% | +15.5% |
| 1Y | +26.1% | -18.0% | +44.2% | +34.9% |
| 3Y | +151.7% | -5.8% | +157.6% | +139.0% |
| 5Y | +88.3% | +5.7% | +82.6% | +55.5% |
| All | +152.4% | +1.2% | +151.2% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling