-3.8%
LVS vs EIX
+21.5%
-25.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -4.3% | +0.8% | -5.1% | -4.5% |
| 30D | -6.8% | -18.8% | +12.0% | -2.7% |
| 3M | -15.6% | -19.7% | +4.1% | -11.8% |
| 6M | -20.6% | -18.2% | -2.4% | -17.7% |
| YTD | -33.4% | -1.7% | -31.7% | -35.0% |
| 1Y | -20.1% | +7.8% | -27.9% | -24.4% |
| 3Y | -7.4% | -5.6% | -1.8% | -10.5% |
| 5Y | +8.5% | +23.7% | -15.2% | -5.3% |
| All | -3.8% | +21.5% | -25.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling