-2.2%
LVS vs EIX
+22.9%
-25.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.6% |
| 7D | -2.7% | +4.1% | -6.8% | -3.8% |
| 30D | -4.7% | -15.3% | +10.6% | -1.6% |
| 3M | -15.6% | -18.4% | +2.9% | -12.1% |
| 6M | -18.6% | -16.8% | -1.8% | -16.1% |
| YTD | -32.3% | -0.6% | -31.7% | -34.1% |
| 1Y | -18.0% | +10.7% | -28.7% | -23.0% |
| 3Y | -5.8% | -4.5% | -1.4% | -9.2% |
| 5Y | +5.7% | +24.0% | -18.3% | -7.8% |
| All | -2.2% | +22.9% | -25.1% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling