+10.4%
LVS vs EIX
+24.2%
-13.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -2.7% | +4.1% | -6.8% | -3.5% |
| 30D | -4.7% | -15.3% | +10.6% | -2.5% |
| 3M | -15.6% | -18.4% | +2.9% | -13.0% |
| 6M | -18.6% | -16.8% | -1.8% | -16.8% |
| YTD | -32.3% | -0.6% | -31.7% | -34.0% |
| 1Y | -18.0% | +10.7% | -28.7% | -22.5% |
| 3Y | -5.8% | -4.5% | -1.4% | -9.3% |
| All | +10.4% | +24.2% | -13.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling