+779.7%
EXPE vs LVS
+78.6%
+701.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -7.0% | -7.7% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -11.5% | -3.9% | -7.6% | -10.5% |
| 3M | +21.7% | -12.9% | +34.6% | +26.1% |
| 6M | +10.4% | -16.9% | +27.3% | +15.8% |
| YTD | -2.5% | -31.2% | +28.7% | +6.7% |
| 1Y | +27.3% | -16.4% | +43.7% | +31.8% |
| 3Y | +153.5% | -4.4% | +157.9% | +149.7% |
| 5Y | +91.1% | +6.7% | +84.4% | +79.2% |
| 10Y | +153.1% | +1.4% | +151.7% | +141.0% |
| All | +779.7% | +78.6% | +701.1% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling