-41.6%
LVS vs EMB
+126.0%
-167.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +3.1% |
| 7D | -0.8% | -0.9% | +0.1% | +0.6% |
| 30D | +10.0% | +0.4% | +9.6% | +9.4% |
| 3M | -11.0% | -3.1% | -7.9% | -6.1% |
| 6M | -20.1% | -2.1% | -18.1% | -17.4% |
| YTD | -36.3% | -1.1% | -35.3% | -35.2% |
| 1Y | -36.8% | -0.1% | -36.8% | -36.8% |
| 3Y | -9.5% | +29.6% | -39.1% | -41.2% |
| 5Y | +9.3% | +7.2% | +2.1% | -1.7% |
| 10Y | -11.0% | +35.5% | -46.4% | -47.6% |
| All | -41.6% | +126.0% | -167.6% | -92.1% |
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