+88.3%
EXPE vs LVS
+5.2%
+83.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -11.5% | -2.7% | -8.8% | -10.5% |
| 30D | -13.1% | -4.7% | -8.4% | -11.3% |
| 3M | +18.1% | -15.6% | +33.7% | +26.5% |
| 6M | +13.3% | -18.6% | +31.9% | +23.0% |
| YTD | -3.2% | -32.3% | +29.0% | +12.1% |
| 1Y | +26.1% | -18.0% | +44.2% | +33.7% |
| 3Y | +151.7% | -5.8% | +157.6% | +139.9% |
| 5Y | +88.3% | +5.7% | +82.6% | +60.3% |
| All | +88.3% | +5.2% | +83.1% | +60.3% |
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