-11.8%
LVS vs EMB
+36.8%
-48.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.0% |
| 30D | +7.1% | +0.5% | +6.5% | +6.3% |
| 3M | -13.2% | -2.5% | -10.7% | -10.1% |
| 6M | -22.8% | -2.0% | -20.8% | -20.7% |
| YTD | -38.0% | -0.9% | -37.2% | -37.2% |
| 1Y | -39.5% | -0.3% | -39.2% | -39.1% |
| 3Y | -12.2% | +29.2% | -41.4% | -37.2% |
| 5Y | +6.4% | +7.4% | -1.0% | +1.7% |
| All | -11.8% | +36.8% | -48.6% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling