-43.1%
LVS vs EMB
+126.5%
-169.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -0.9% |
| 7D | -3.9% | -0.7% | -3.2% | -2.8% |
| 30D | +7.1% | +0.5% | +6.5% | +6.1% |
| 3M | -13.2% | -2.5% | -10.7% | -9.4% |
| 6M | -22.8% | -2.0% | -20.8% | -20.2% |
| YTD | -38.0% | -0.9% | -37.2% | -37.1% |
| 1Y | -39.5% | -0.3% | -39.2% | -39.1% |
| 3Y | -12.2% | +29.2% | -41.4% | -42.6% |
| 5Y | +6.4% | +7.4% | -1.0% | -4.6% |
| 10Y | -13.3% | +35.8% | -49.1% | -49.2% |
| All | -43.1% | +126.5% | -169.7% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling