+127.7%
EXPE vs LVS
-10.5%
+138.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -6.1% | +10.0% | -16.1% | -10.4% |
| 3M | -21.3% | -11.0% | -10.3% | -16.6% |
| 6M | +19.0% | -20.1% | +39.1% | +32.7% |
| YTD | -8.4% | -36.3% | +27.9% | +12.7% |
| 1Y | -2.8% | -36.8% | +34.0% | +20.2% |
| 3Y | +120.8% | -9.5% | +130.3% | +113.8% |
| 5Y | +46.2% | +9.3% | +36.9% | +18.5% |
| All | +127.7% | -10.5% | +138.2% | +103.0% |
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 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