+44.3%
EXPE vs LVS
+8.3%
+36.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | -17.8% | -1.3% | -16.5% | -17.4% |
| 30D | -3.2% | +12.2% | -15.4% | -7.7% |
| 3M | -19.0% | -11.3% | -7.7% | -14.8% |
| 6M | +17.7% | -21.6% | +39.3% | +29.8% |
| YTD | -7.8% | -36.6% | +28.8% | +9.7% |
| 1Y | -1.4% | -38.4% | +37.0% | +18.8% |
| 3Y | +121.9% | -10.2% | +132.1% | +115.4% |
| 5Y | +44.3% | +9.4% | +34.8% | +24.1% |
| All | +44.3% | +8.3% | +36.0% | +24.1% |
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