-3.8%
LVS vs EMB
+30.4%
-34.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.6% |
| 7D | -4.3% | -1.1% | -3.2% | -2.9% |
| 30D | -6.8% | -1.1% | -5.8% | -5.4% |
| 3M | -15.6% | -0.8% | -14.9% | -14.8% |
| 6M | -20.6% | -0.1% | -20.5% | -20.5% |
| YTD | -33.4% | +0.4% | -33.9% | -33.8% |
| 1Y | -20.1% | +3.3% | -23.4% | -23.5% |
| 3Y | -7.4% | +29.0% | -36.5% | -33.5% |
| 5Y | +8.5% | +6.3% | +2.2% | +5.3% |
| All | -3.8% | +30.4% | -34.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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