+52.3%
LVS vs EIX
+295.5%
-243.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -1.5% | -19.1% | +17.6% | +5.7% |
| 30D | -3.2% | -16.9% | +13.7% | +2.3% |
| 3M | -12.0% | -20.0% | +8.0% | -5.8% |
| 6M | -19.9% | -21.3% | +1.4% | -14.1% |
| YTD | -30.6% | -1.7% | -28.9% | -33.0% |
| 1Y | -17.7% | +9.6% | -27.3% | -24.8% |
| 3Y | -14.2% | -3.7% | -10.5% | -19.5% |
| 5Y | +9.6% | +22.6% | -13.0% | -11.0% |
| 10Y | +5.7% | +17.7% | -12.0% | -20.5% |
| All | +52.3% | +295.5% | -243.2% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling